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 3.89% 0.55 CHF 0.56 CHF 155,000 155,000 69,455 69,455 39,896 CHF 41,156 CHF 99.99% 99.99%
12/07/2024 3.79% 0.56 CHF 0.57 CHF 155,000 155,000 68,428 68,428 40,666 CHF 41,902 CHF 99.98% 99.98%
11/07/2024 3.72% 0.65 CHF 0.66 CHF 150,000 150,000 67,384 67,384 41,861 CHF 43,085 CHF 99.81% 99.81%
10/07/2024 3.74% 0.62 CHF 0.63 CHF 150,000 150,000 67,412 67,412 41,507 CHF 42,731 CHF 100.00% 100.00%
09/07/2024 4.61% 0.64 CHF 0.65 CHF 150,000 150,000 67,442 67,442 43,784 CHF 45,342 CHF 99.77% 99.77%
08/07/2024 3.93% 0.74 CHF 0.75 CHF 145,000 145,000 66,586 66,586 45,852 CHF 47,227 CHF 99.92% 99.92%
05/07/2024 3.64% 0.64 CHF 0.65 CHF 150,000 150,000 67,200 67,200 42,076 CHF 43,299 CHF 99.70% 99.70%
04/07/2024 4.40% 0.64 CHF 0.66 CHF 60,000 60,000 48,305 48,305 30,974 CHF 32,278 CHF 99.95% 99.95%
03/07/2024 4.64% 0.63 CHF 0.64 CHF 150,000 150,000 67,367 67,367 43,184 CHF 44,754 CHF 100.00% 100.00%
02/07/2024 4.59% 0.69 CHF 0.70 CHF 150,000 150,000 66,989 66,989 45,287 CHF 46,852 CHF 100.00% 100.00%

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