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 3.33% 0.65 CHF 0.66 CHF 155,000 155,000 69,462 69,462 46,802 CHF 48,061 CHF 100.00% 100.00%
12/07/2024 3.27% 0.66 CHF 0.67 CHF 155,000 155,000 68,429 68,429 47,422 CHF 48,657 CHF 99.98% 99.98%
11/07/2024 3.21% 0.75 CHF 0.76 CHF 150,000 150,000 67,391 67,391 48,470 CHF 49,694 CHF 99.82% 99.82%
10/07/2024 3.23% 0.72 CHF 0.73 CHF 150,000 150,000 67,411 67,411 48,186 CHF 49,409 CHF 100.00% 100.00%
09/07/2024 4.01% 0.74 CHF 0.75 CHF 150,000 150,000 67,441 67,441 50,468 CHF 52,026 CHF 99.77% 99.77%
08/07/2024 3.42% 0.84 CHF 0.85 CHF 145,000 145,000 66,586 66,586 52,429 CHF 53,803 CHF 99.92% 99.92%
05/07/2024 3.15% 0.74 CHF 0.75 CHF 150,000 150,000 67,200 67,200 48,761 CHF 49,984 CHF 99.70% 99.70%
04/07/2024 3.82% 0.74 CHF 0.76 CHF 60,000 60,000 48,305 48,305 35,775 CHF 37,079 CHF 99.95% 99.95%
03/07/2024 4.04% 0.73 CHF 0.74 CHF 150,000 150,000 67,367 67,367 49,853 CHF 51,423 CHF 100.00% 100.00%
02/07/2024 4.00% 0.79 CHF 0.80 CHF 150,000 150,000 66,983 66,983 51,946 CHF 53,512 CHF 99.99% 99.99%

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