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 2.91% 0.98 CHF 1.02 CHF 60,000 50,000 50,768 50,000 56,726 CHF 57,618 CHF 95.18% 95.18%
12/07/2024 2.68% 1.10 CHF 1.13 CHF 50,000 50,000 50,000 50,000 56,876 CHF 58,422 CHF 99.01% 99.01%
11/07/2024 2.51% 1.00 CHF 1.03 CHF 50,000 50,000 50,000 50,000 53,191 CHF 54,541 CHF 89.84% 89.84%
10/07/2024 2.89% 0.90 CHF 0.92 CHF 60,000 50,000 68,525 50,000 55,118 CHF 41,465 CHF 100.00% 100.00%
09/07/2024 2.78% 0.80 CHF 0.82 CHF 70,000 50,000 65,122 50,000 53,922 CHF 42,641 CHF 99.65% 99.65%
08/07/2024 2.83% 0.80 CHF 0.82 CHF 70,000 50,000 69,985 50,000 55,417 CHF 40,730 CHF 99.71% 99.71%
05/07/2024 2.99% 0.74 CHF 0.76 CHF 70,000 50,000 70,000 50,000 55,587 CHF 40,909 CHF 98.81% 98.81%
04/07/2024 2.73% 0.81 CHF 0.83 CHF 70,000 50,000 70,000 50,000 54,727 CHF 40,171 CHF 100.00% 100.00%
03/07/2024 3.01% 0.70 CHF 0.72 CHF 80,000 50,000 76,115 50,000 54,098 CHF 36,659 CHF 99.63% 99.63%
02/07/2024 3.29% 0.71 CHF 0.73 CHF 80,000 50,000 79,732 50,000 54,016 CHF 35,013 CHF 100.00% 100.00%

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