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 2.01% 0.78 CHF 0.79 CHF 190,000 190,000 93,569 93,569 71,119 CHF 72,409 CHF 99.07% 99.07%
12/07/2024 2.31% 0.76 CHF 0.77 CHF 190,000 190,000 96,426 96,426 66,407 CHF 67,745 CHF 100.00% 100.00%
11/07/2024 2.04% 0.70 CHF 0.71 CHF 200,000 200,000 94,046 94,046 70,230 CHF 71,531 CHF 100.00% 100.00%
10/07/2024 2.03% 0.76 CHF 0.77 CHF 190,000 190,000 93,155 93,155 70,319 CHF 71,609 CHF 100.00% 100.00%
09/07/2024 1.94% 0.70 CHF 0.71 CHF 200,000 200,000 95,322 95,322 72,638 CHF 73,946 CHF 98.82% 98.82%
08/07/2024 2.55% 0.66 CHF 0.67 CHF 200,000 200,000 97,423 97,423 61,285 CHF 62,640 CHF 100.00% 100.00%
05/07/2024 3.27% 0.53 CHF 0.54 CHF 210,000 210,000 103,020 103,020 48,560 CHF 49,983 CHF 98.97% 98.97%
04/07/2024 3.26% 0.46 CHF 0.47 CHF 74,000 74,000 74,000 74,000 34,162 CHF 35,297 CHF 99.45% 99.45%
03/07/2024 3.40% 0.45 CHF 0.46 CHF 210,000 210,000 103,139 103,139 46,038 CHF 47,466 CHF 99.64% 99.64%
02/07/2024 3.65% 0.42 CHF 0.43 CHF 220,000 220,000 106,687 106,687 44,833 CHF 46,311 CHF 100.00% 100.00%

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