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 2.18% 0.46 CHF 0.47 CHF 60,000 60,000 33,073 33,073 15,385 CHF 15,716 CHF 100.00% 100.00%
12/07/2024 1.84% 0.50 CHF 0.51 CHF 60,000 60,000 33,290 33,290 18,153 CHF 18,487 CHF 99.94% 99.94%
11/07/2024 1.83% 0.55 CHF 0.56 CHF 60,000 60,000 32,816 32,816 18,489 CHF 18,821 CHF 99.43% 99.43%
10/07/2024 1.63% 0.60 CHF 0.61 CHF 65,000 65,000 35,426 35,426 21,853 CHF 22,208 CHF 99.84% 99.84%
09/07/2024 1.52% 0.67 CHF 0.68 CHF 65,000 65,000 35,983 35,983 23,990 CHF 24,351 CHF 99.66% 99.66%
08/07/2024 1.51% 0.69 CHF 0.70 CHF 65,000 65,000 35,885 35,885 24,204 CHF 24,565 CHF 100.00% 100.00%
05/07/2024 1.59% 0.61 CHF 0.62 CHF 65,000 65,000 35,852 35,852 22,849 CHF 23,209 CHF 99.54% 99.54%
04/07/2024 1.46% 0.67 CHF 0.68 CHF 33,000 33,000 29,240 29,240 19,804 CHF 20,096 CHF 98.94% 98.94%
03/07/2024 1.34% 0.68 CHF 0.69 CHF 65,000 65,000 35,268 35,268 26,338 CHF 26,691 CHF 98.24% 98.24%
02/07/2024 1.24% 0.83 CHF 0.84 CHF 65,000 65,000 35,756 35,756 29,209 CHF 29,568 CHF 100.00% 100.00%

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