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 1.76% 0.89 CHF 0.90 CHF 190,000 190,000 93,550 93,550 81,207 CHF 82,497 CHF 99.06% 99.06%
12/07/2024 1.99% 0.86 CHF 0.87 CHF 190,000 190,000 96,422 96,422 76,873 CHF 78,211 CHF 100.00% 100.00%
11/07/2024 1.79% 0.81 CHF 0.82 CHF 200,000 200,000 94,046 94,046 80,399 CHF 81,700 CHF 100.00% 100.00%
10/07/2024 1.78% 0.87 CHF 0.88 CHF 190,000 190,000 93,154 93,154 80,437 CHF 81,726 CHF 100.00% 100.00%
09/07/2024 1.70% 0.81 CHF 0.82 CHF 200,000 200,000 95,330 95,330 82,973 CHF 84,281 CHF 98.82% 98.82%
08/07/2024 2.17% 0.77 CHF 0.78 CHF 200,000 200,000 97,423 97,423 71,888 CHF 73,243 CHF 100.00% 100.00%
05/07/2024 2.66% 0.64 CHF 0.65 CHF 210,000 210,000 103,020 103,020 59,780 CHF 61,203 CHF 98.97% 98.97%
04/07/2024 2.64% 0.57 CHF 0.58 CHF 74,000 74,000 74,000 74,000 42,263 CHF 43,398 CHF 99.44% 99.44%
03/07/2024 2.74% 0.56 CHF 0.57 CHF 210,000 210,000 103,139 103,139 57,306 CHF 58,734 CHF 99.64% 99.64%
02/07/2024 2.90% 0.53 CHF 0.54 CHF 220,000 220,000 106,687 106,687 56,528 CHF 58,005 CHF 100.00% 100.00%

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