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 2.64% 0.56 CHF 0.57 CHF 84,007 50,000 83,454 50,000 43,898 CHF 26,997 CHF 98.60% 98.60%
12/07/2024 1.97% 0.58 CHF 0.59 CHF 84,269 50,000 84,268 50,000 48,509 CHF 29,353 CHF 99.38% 99.38%
11/07/2024 2.32% 0.56 CHF 0.57 CHF 83,924 50,000 83,513 50,000 43,370 CHF 26,562 CHF 98.84% 98.84%
10/07/2024 2.51% 0.43 CHF 0.44 CHF 82,353 50,000 82,122 50,000 34,565 CHF 21,574 CHF 100.00% 100.00%
09/07/2024 3.63% 0.41 CHF 0.43 CHF 82,010 50,000 81,752 50,000 32,357 CHF 20,519 CHF 100.00% 100.00%
08/07/2024 3.50% 0.42 CHF 0.43 CHF 81,983 50,000 81,634 50,000 32,783 CHF 20,791 CHF 100.00% 100.00%
05/07/2024 2.88% 0.44 CHF 0.46 CHF 82,460 50,000 82,446 50,000 36,414 CHF 22,724 CHF 99.62% 99.62%
04/07/2024 3.14% 0.42 CHF 0.44 CHF 82,296 50,000 82,382 50,000 34,916 CHF 21,866 CHF 100.00% 100.00%
03/07/2024 2.67% 0.47 CHF 0.49 CHF 83,157 50,000 84,056 50,000 43,639 CHF 26,648 CHF 99.73% 99.73%
02/07/2024 2.09% 0.62 CHF 0.64 CHF 85,773 50,000 80,048 50,000 52,919 CHF 33,754 CHF 100.00% 100.00%

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