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 1.59% 0.64 CHF 0.65 CHF 220,000 220,000 98,322 98,322 62,719 CHF 63,705 CHF 99.89% 99.89%
12/07/2024 1.38% 0.71 CHF 0.72 CHF 220,000 220,000 91,496 91,496 66,565 CHF 67,481 CHF 99.90% 99.90%
11/07/2024 1.66% 0.64 CHF 0.65 CHF 220,000 220,000 98,417 98,417 61,050 CHF 62,036 CHF 99.98% 99.98%
10/07/2024 1.93% 0.57 CHF 0.58 CHF 220,000 220,000 98,457 98,457 52,818 CHF 53,804 CHF 100.00% 100.00%
09/07/2024 2.16% 0.52 CHF 0.53 CHF 220,000 220,000 98,412 98,412 46,476 CHF 47,462 CHF 100.00% 100.00%
08/07/2024 2.30% 0.42 CHF 0.43 CHF 220,000 220,000 98,423 98,423 42,595 CHF 43,581 CHF 100.00% 100.00%
05/07/2024 2.07% 0.46 CHF 0.47 CHF 220,000 220,000 97,909 97,906 46,905 CHF 47,886 CHF 99.59% 99.59%
04/07/2024 1.93% 0.50 CHF 0.51 CHF 88,000 88,000 70,463 70,463 36,225 CHF 36,929 CHF 100.00% 100.00%
03/07/2024 2.11% 0.52 CHF 0.53 CHF 220,000 220,000 98,323 98,415 48,162 CHF 49,194 CHF 100.00% 100.00%
02/07/2024 2.59% 0.42 CHF 0.43 CHF 220,000 220,000 98,596 98,596 38,752 CHF 39,739 CHF 100.00% 100.00%

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