market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 1.51% 0.66 CHF 0.67 CHF 50,000 50,000 50,000 50,000 32,982 CHF 33,482 CHF 100.00% 100.00%
12/07/2024 1.43% 0.69 CHF 0.70 CHF 50,000 50,000 50,000 50,000 34,645 CHF 35,145 CHF 98.43% 98.43%
11/07/2024 1.14% 0.83 CHF 0.84 CHF 50,000 50,000 50,000 50,000 43,717 CHF 44,217 CHF 95.83% 95.83%
10/07/2024 1.11% 0.88 CHF 0.89 CHF 50,000 50,000 50,000 50,000 44,647 CHF 45,147 CHF 99.80% 99.80%
09/07/2024 1.14% 0.89 CHF 0.90 CHF 50,000 50,000 50,000 50,000 43,694 CHF 44,194 CHF 100.00% 100.00%
08/07/2024 1.13% 0.87 CHF 0.88 CHF 50,000 50,000 50,000 50,000 43,856 CHF 44,356 CHF 98.99% 98.99%
05/07/2024 1.16% 0.89 CHF 0.90 CHF 50,000 50,000 50,000 50,000 43,022 CHF 43,522 CHF 100.00% 100.00%
04/07/2024 1.13% 0.87 CHF 0.88 CHF 50,000 50,000 50,000 50,000 43,982 CHF 44,482 CHF 98.17% 98.17%
03/07/2024 1.12% 0.88 CHF 0.89 CHF 50,000 50,000 50,000 50,000 44,271 CHF 44,771 CHF 100.00% 100.00%
02/07/2024 1.15% 0.87 CHF 0.88 CHF 50,000 50,000 50,000 50,000 43,299 CHF 43,799 CHF 100.00% 100.00%

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