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 2.16% 0.72 CHF 0.74 CHF 70,000 50,000 75,372 50,000 53,846 CHF 36,518 CHF 98.72% 98.72%
12/07/2024 2.35% 0.70 CHF 0.71 CHF 80,000 50,000 79,516 50,000 56,211 CHF 36,191 CHF 99.38% 99.38%
11/07/2024 2.47% 0.71 CHF 0.73 CHF 80,000 50,000 70,335 50,000 51,722 CHF 37,697 CHF 99.16% 99.16%
10/07/2024 2.10% 0.74 CHF 0.75 CHF 70,000 50,000 70,000 50,000 52,182 CHF 38,064 CHF 100.00% 100.00%
09/07/2024 2.07% 0.77 CHF 0.78 CHF 70,000 50,000 70,000 50,000 52,095 CHF 37,991 CHF 100.00% 100.00%
08/07/2024 2.14% 0.73 CHF 0.74 CHF 70,000 50,000 70,609 50,000 51,331 CHF 37,142 CHF 100.00% 100.00%
05/07/2024 1.86% 0.73 CHF 0.74 CHF 70,000 50,000 72,268 50,000 51,974 CHF 36,647 CHF 99.62% 99.62%
04/07/2024 2.18% 0.73 CHF 0.74 CHF 70,000 50,000 70,000 50,000 50,791 CHF 37,078 CHF 100.00% 100.00%
03/07/2024 2.00% 0.73 CHF 0.75 CHF 70,000 50,000 70,000 50,000 52,128 CHF 37,985 CHF 99.73% 99.73%
02/07/2024 2.36% 0.77 CHF 0.79 CHF 70,000 50,000 70,000 50,000 53,342 CHF 39,011 CHF 100.00% 100.00%

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