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 1.93% 0.72 CHF 0.73 CHF 70,000 50,000 79,815 50,000 54,425 CHF 34,762 CHF 98.61% 98.61%
12/07/2024 1.77% 0.73 CHF 0.74 CHF 70,000 50,000 70,922 50,000 51,548 CHF 37,003 CHF 99.38% 99.38%
11/07/2024 2.18% 0.71 CHF 0.73 CHF 80,000 50,000 79,139 50,000 53,058 CHF 34,300 CHF 99.00% 99.00%
10/07/2024 2.74% 0.58 CHF 0.59 CHF 82,353 50,000 82,124 50,000 46,939 CHF 29,365 CHF 100.00% 100.00%
09/07/2024 2.05% 0.57 CHF 0.58 CHF 82,047 50,000 81,748 50,000 44,995 CHF 28,088 CHF 100.00% 100.00%
08/07/2024 1.95% 0.57 CHF 0.59 CHF 82,021 50,000 81,624 50,000 45,373 CHF 28,337 CHF 100.00% 100.00%
05/07/2024 2.58% 0.60 CHF 0.61 CHF 82,451 50,000 82,200 50,000 48,860 CHF 30,500 CHF 99.62% 99.62%
04/07/2024 2.61% 0.58 CHF 0.59 CHF 82,305 50,000 82,388 50,000 47,565 CHF 29,628 CHF 100.00% 100.00%
03/07/2024 2.18% 0.63 CHF 0.64 CHF 80,000 50,000 79,349 50,000 53,359 CHF 34,387 CHF 99.73% 99.73%
02/07/2024 1.85% 0.78 CHF 0.79 CHF 70,000 50,000 68,468 50,000 55,758 CHF 41,512 CHF 100.00% 100.00%

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