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 1.64% 0.62 CHF 0.63 CHF 90,000 50,000 89,641 50,000 54,133 CHF 30,700 CHF 98.73% 98.73%
12/07/2024 1.57% 0.59 CHF 0.60 CHF 90,000 50,000 81,926 50,000 51,804 CHF 32,156 CHF 99.38% 99.38%
11/07/2024 1.48% 0.63 CHF 0.64 CHF 80,000 75,000 80,000 75,000 53,526 CHF 50,930 CHF 99.15% 99.15%
10/07/2024 1.38% 0.68 CHF 0.69 CHF 80,000 75,000 76,672 75,000 54,989 CHF 54,566 CHF 100.00% 100.00%
09/07/2024 1.47% 0.71 CHF 0.72 CHF 80,000 75,000 80,000 75,000 53,920 CHF 51,300 CHF 100.00% 100.00%
08/07/2024 1.51% 0.67 CHF 0.68 CHF 80,000 50,000 80,000 50,000 52,693 CHF 33,433 CHF 100.00% 100.00%
05/07/2024 1.68% 0.63 CHF 0.64 CHF 80,000 50,000 88,629 50,000 52,275 CHF 30,028 CHF 99.62% 99.62%
04/07/2024 1.58% 0.62 CHF 0.63 CHF 90,000 50,000 83,752 50,000 52,474 CHF 31,844 CHF 100.00% 100.00%
03/07/2024 1.52% 0.63 CHF 0.64 CHF 80,000 75,000 80,330 75,000 52,454 CHF 49,734 CHF 99.73% 99.73%
02/07/2024 1.43% 0.69 CHF 0.70 CHF 80,000 50,000 79,957 50,000 55,713 CHF 35,340 CHF 95.88% 95.88%

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