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 2.00% 0.94 CHF 0.95 CHF 60,000 50,000 60,000 30,089 55,297 CHF 28,232 CHF 94.20% 94.20%
12/07/2024 2.24% 0.92 CHF 0.93 CHF 60,000 50,000 67,749 29,897 56,111 CHF 25,739 CHF 97.91% 97.91%
11/07/2024 2.00% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 29,831 55,104 CHF 27,727 CHF 99.27% 99.27%
10/07/2024 2.02% 0.93 CHF 0.94 CHF 60,000 50,000 60,000 30,005 54,975 CHF 27,996 CHF 95.80% 95.80%
09/07/2024 1.62% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 36,849 54,790 CHF 33,714 CHF 44.81% 44.81%
08/07/2024 2.40% 0.82 CHF 0.83 CHF 70,000 50,000 70,727 30,001 54,859 CHF 24,107 CHF 95.89% 95.89%
05/07/2024 2.96% 0.70 CHF 0.71 CHF 80,000 75,000 87,391 35,337 54,632 CHF 22,881 CHF 98.36% 98.36%
04/07/2024 2.97% 0.62 CHF 0.63 CHF 90,000 75,000 89,944 35,255 55,689 CHF 22,394 CHF 99.17% 99.17%
03/07/2024 3.03% 0.61 CHF 0.62 CHF 90,000 75,000 90,000 35,204 54,733 CHF 21,951 CHF 99.69% 99.69%
02/07/2024 3.20% 0.58 CHF 0.59 CHF 90,000 75,000 89,902 35,140 51,847 CHF 20,976 CHF 99.69% 99.69%

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