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 2.06% 0.68 CHF 0.69 CHF 100,000 100,000 100,000 100,000 72,327 CHF 73,832 CHF 89.98% 89.98%
12/07/2024 2.12% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 70,159 CHF 71,660 CHF 87.00% 87.00%
11/07/2024 1.91% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 73,000 CHF 74,402 CHF 91.64% 91.64%
10/07/2024 2.15% 0.68 CHF 0.69 CHF 100,000 100,000 100,000 100,000 65,377 CHF 66,796 CHF 99.39% 99.39%
09/07/2024 3.46% 0.63 CHF 0.64 CHF 100,000 100,000 59,456 59,456 37,733 CHF 38,985 CHF 97.90% 97.90%
08/07/2024 2.26% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 61,045 CHF 62,441 CHF 100.00% 100.00%
05/07/2024 2.38% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 58,345 CHF 59,750 CHF 99.53% 99.53%
04/07/2024 2.33% 0.63 CHF 0.65 CHF 100,000 100,000 100,000 100,000 62,952 CHF 64,435 CHF 99.58% 99.58%
03/07/2024 2.40% 0.59 CHF 0.61 CHF 100,000 100,000 100,000 100,000 59,561 CHF 61,007 CHF 99.50% 99.50%
02/07/2024 2.22% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 64,864 CHF 66,319 CHF 98.29% 98.29%

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