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 2.25% 0.84 CHF 0.85 CHF 60,000 50,000 69,510 30,084 56,828 CHF 25,102 CHF 94.15% 94.15%
12/07/2024 2.58% 0.82 CHF 0.83 CHF 70,000 50,000 76,972 29,899 55,752 CHF 22,627 CHF 97.88% 97.88%
11/07/2024 2.24% 0.76 CHF 0.77 CHF 70,000 50,000 69,656 29,834 56,719 CHF 24,628 CHF 99.23% 99.23%
10/07/2024 2.27% 0.82 CHF 0.83 CHF 70,000 50,000 69,968 30,008 56,818 CHF 24,871 CHF 95.76% 95.76%
09/07/2024 1.83% 0.77 CHF 0.78 CHF 70,000 50,000 65,326 36,852 52,676 CHF 29,873 CHF 44.80% 44.80%
08/07/2024 2.78% 0.72 CHF 0.73 CHF 70,000 50,000 79,906 30,005 53,581 CHF 20,974 CHF 95.83% 95.83%
05/07/2024 3.55% 0.59 CHF 0.60 CHF 90,000 75,000 99,679 35,342 51,878 CHF 19,174 CHF 98.33% 98.33%
04/07/2024 3.55% 0.52 CHF 0.53 CHF 100,000 75,000 100,000 35,255 51,395 CHF 18,681 CHF 99.17% 99.17%
03/07/2024 3.65% 0.51 CHF 0.52 CHF 100,000 75,000 101,734 35,210 51,118 CHF 18,241 CHF 99.64% 99.64%
02/07/2024 3.91% 0.48 CHF 0.49 CHF 110,000 75,000 109,509 35,144 51,556 CHF 17,263 CHF 99.66% 99.66%

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