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 1.62% 1.01 CHF 1.03 CHF 50,000 50,000 50,810 50,000 52,404 CHF 52,445 CHF 96.21% 96.21%
12/07/2024 1.65% 1.00 CHF 1.02 CHF 50,000 50,000 56,897 50,000 56,259 CHF 50,292 CHF 88.64% 88.64%
11/07/2024 1.65% 1.00 CHF 1.01 CHF 50,000 50,000 52,097 50,000 53,023 CHF 51,812 CHF 96.55% 96.55%
10/07/2024 1.75% 0.99 CHF 1.01 CHF 60,000 50,000 59,993 50,000 58,058 CHF 49,241 CHF 97.44% 97.44%
09/07/2024 1.70% 1.00 CHF 1.02 CHF 50,000 50,000 53,749 50,000 53,816 CHF 50,987 CHF 98.08% 98.08%
08/07/2024 1.77% 0.98 CHF 1.00 CHF 75,000 75,000 74,706 74,706 69,311 CHF 70,544 CHF 95.23% 95.23%
05/07/2024 2.89% 0.82 CHF 0.85 CHF 25,000 25,000 25,000 25,000 22,091 CHF 22,738 CHF 98.23% 98.23%
04/07/2024 2.81% 0.90 CHF 0.92 CHF 37,500 37,500 37,500 37,500 33,207 CHF 34,152 CHF 97.25% 97.25%
03/07/2024 3.03% 0.85 CHF 0.87 CHF 25,000 25,000 25,000 25,000 21,293 CHF 21,949 CHF 94.51% 94.51%
02/07/2024 2.88% 0.91 CHF 0.94 CHF 25,000 25,000 30,880 29,320 27,483 CHF 26,706 CHF 76.53% 76.53%

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