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 2.20% 1.21 CHF 1.24 CHF 25,000 25,000 25,000 25,000 30,886 CHF 31,572 CHF 99.72% 99.72%
12/07/2024 2.08% 1.27 CHF 1.29 CHF 25,000 25,000 25,000 25,000 31,462 CHF 32,122 CHF 99.01% 99.01%
11/07/2024 1.97% 1.26 CHF 1.28 CHF 25,000 25,000 25,000 25,000 30,825 CHF 31,436 CHF 99.08% 99.08%
10/07/2024 1.73% 1.26 CHF 1.28 CHF 25,000 25,000 25,000 25,000 31,288 CHF 31,833 CHF 100.00% 100.00%
09/07/2024 1.88% 1.25 CHF 1.28 CHF 25,000 25,000 25,000 25,000 30,925 CHF 31,513 CHF 100.00% 100.00%
08/07/2024 2.05% 1.24 CHF 1.26 CHF 25,000 25,000 25,000 25,000 29,801 CHF 30,419 CHF 100.00% 100.00%
05/07/2024 2.13% 1.17 CHF 1.20 CHF 25,000 25,000 25,000 25,000 28,491 CHF 29,104 CHF 95.71% 95.71%
04/07/2024 2.25% 1.14 CHF 1.16 CHF 25,000 25,000 25,000 25,000 27,008 CHF 27,619 CHF 98.19% 98.19%
03/07/2024 1.58% 0.80 CHF 0.82 CHF 70,000 50,000 70,000 50,000 56,482 CHF 40,985 CHF 100.00% 100.00%
02/07/2024 1.85% 0.80 CHF 0.81 CHF 70,000 50,000 70,000 50,000 52,804 CHF 38,421 CHF 100.00% 100.00%

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