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 2.13% 0.89 CHF 0.89 CHF 60,000 50,000 60,039 30,081 51,918 CHF 26,514 CHF 94.18% 94.18%
12/07/2024 2.40% 0.86 CHF 0.87 CHF 60,000 50,000 68,212 29,897 52,642 CHF 24,039 CHF 97.91% 97.91%
11/07/2024 2.12% 0.81 CHF 0.82 CHF 70,000 50,000 61,219 29,831 52,678 CHF 26,028 CHF 99.26% 99.26%
10/07/2024 2.15% 0.87 CHF 0.88 CHF 60,000 50,000 60,869 30,005 52,273 CHF 26,285 CHF 95.80% 95.80%
09/07/2024 1.72% 0.81 CHF 0.82 CHF 70,000 50,000 63,962 36,849 54,582 CHF 31,615 CHF 44.81% 44.81%
08/07/2024 2.60% 0.77 CHF 0.78 CHF 70,000 50,000 73,253 30,001 52,620 CHF 22,404 CHF 95.88% 95.88%
05/07/2024 3.26% 0.64 CHF 0.65 CHF 80,000 75,000 89,803 35,337 51,053 CHF 20,868 CHF 98.36% 98.36%
04/07/2024 3.26% 0.57 CHF 0.58 CHF 90,000 75,000 90,142 35,259 50,669 CHF 20,383 CHF 99.13% 99.13%
03/07/2024 3.32% 0.56 CHF 0.57 CHF 90,000 75,000 99,015 35,205 54,549 CHF 19,937 CHF 99.68% 99.68%
02/07/2024 3.55% 0.53 CHF 0.54 CHF 100,000 75,000 99,571 35,140 51,701 CHF 18,963 CHF 99.69% 99.69%

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