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 0.54% 3.27 CHF 3.29 CHF 50,000 50,000 50,000 50,000 165,229 CHF 166,124 CHF 98.07% 98.07%
12/07/2024 0.53% 3.25 CHF 3.26 CHF 50,000 50,000 50,000 50,000 161,425 CHF 162,284 CHF 98.94% 98.94%
11/07/2024 0.47% 3.24 CHF 3.25 CHF 50,000 50,000 50,000 50,000 163,770 CHF 164,548 CHF 96.84% 96.84%
10/07/2024 0.56% 3.22 CHF 3.24 CHF 50,000 50,000 50,000 50,000 159,092 CHF 159,991 CHF 100.00% 100.00%
09/07/2024 0.58% 3.24 CHF 3.25 CHF 50,000 50,000 50,000 50,000 162,037 CHF 162,972 CHF 100.00% 100.00%
08/07/2024 0.58% 3.20 CHF 3.21 CHF 75,000 75,000 74,561 74,561 231,052 CHF 232,383 CHF 99.81% 99.81%
05/07/2024 0.85% 2.90 CHF 2.93 CHF 25,000 25,000 25,000 25,000 73,612 CHF 74,240 CHF 99.52% 99.52%
04/07/2024 0.87% 2.95 CHF 2.97 CHF 37,500 37,500 37,500 37,500 109,753 CHF 110,709 CHF 100.00% 100.00%
03/07/2024 0.96% 2.85 CHF 2.88 CHF 25,000 25,000 25,000 25,000 71,359 CHF 72,044 CHF 99.72% 99.72%
02/07/2024 0.81% 2.97 CHF 3.00 CHF 25,000 25,000 29,094 29,094 85,188 CHF 85,839 CHF 90.66% 90.66%

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