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 0.77% 3.29 CHF 3.32 CHF 50,000 50,000 50,000 50,000 166,340 CHF 167,627 CHF 96.20% 96.20%
12/07/2024 0.80% 3.27 CHF 3.30 CHF 50,000 50,000 50,000 50,000 162,760 CHF 164,075 CHF 88.64% 88.64%
11/07/2024 0.81% 3.26 CHF 3.29 CHF 50,000 50,000 50,000 50,000 164,794 CHF 166,138 CHF 96.30% 96.30%
10/07/2024 0.82% 3.24 CHF 3.27 CHF 50,000 50,000 50,000 50,000 160,228 CHF 161,547 CHF 97.54% 97.54%
09/07/2024 0.81% 3.26 CHF 3.28 CHF 50,000 50,000 50,000 50,000 162,987 CHF 164,311 CHF 98.08% 98.08%
08/07/2024 0.82% 3.22 CHF 3.25 CHF 75,000 75,000 74,706 74,706 233,936 CHF 235,869 CHF 95.23% 95.23%
05/07/2024 1.18% 2.95 CHF 2.99 CHF 25,000 25,000 25,000 25,000 75,226 CHF 76,117 CHF 98.59% 98.59%
04/07/2024 1.21% 3.02 CHF 3.05 CHF 37,500 37,500 37,500 37,500 112,441 CHF 113,806 CHF 97.25% 97.25%
03/07/2024 1.21% 2.93 CHF 2.97 CHF 25,000 25,000 25,000 25,000 73,442 CHF 74,338 CHF 94.51% 94.51%
02/07/2024 1.19% 3.04 CHF 3.07 CHF 25,000 25,000 29,321 29,321 87,906 CHF 88,910 CHF 76.53% 76.53%

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