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 1.66% 0.59 CHF 0.60 CHF 90,000 75,000 90,000 75,000 53,789 CHF 45,574 CHF 99.71% 99.71%
12/07/2024 1.77% 0.57 CHF 0.58 CHF 90,000 75,000 92,354 75,000 51,785 CHF 42,825 CHF 99.01% 99.01%
11/07/2024 1.77% 0.57 CHF 0.58 CHF 90,000 75,000 94,127 75,000 52,699 CHF 42,774 CHF 99.09% 99.09%
10/07/2024 1.80% 0.56 CHF 0.57 CHF 90,000 75,000 96,966 75,000 53,394 CHF 42,073 CHF 100.00% 100.00%
09/07/2024 1.86% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 53,256 CHF 54,256 CHF 100.00% 100.00%
08/07/2024 1.85% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,659 CHF 54,659 CHF 85.61% 85.61%
05/07/2024 1.90% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,240 CHF 53,240 CHF 98.98% 98.98%
04/07/2024 1.98% 0.49 CHF 0.50 CHF 110,000 100,000 102,410 100,000 51,300 CHF 51,126 CHF 100.00% 100.00%
03/07/2024 1.99% 0.51 CHF 0.52 CHF 100,000 100,000 103,680 100,000 51,645 CHF 50,842 CHF 100.00% 100.00%
02/07/2024 2.13% 0.48 CHF 0.49 CHF 110,000 100,000 110,874 100,000 51,579 CHF 47,574 CHF 100.00% 100.00%

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