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 0.52% 1.90 CHF 1.91 CHF 25,000 25,000 25,000 25,000 47,985 CHF 48,235 CHF 99.39% 99.39%
12/07/2024 0.50% 2.00 CHF 2.01 CHF 25,000 25,000 25,000 25,000 49,440 CHF 49,690 CHF 99.08% 99.08%
11/07/2024 0.51% 1.99 CHF 2.00 CHF 25,000 25,000 25,000 25,000 48,512 CHF 48,762 CHF 85.74% 85.74%
10/07/2024 0.54% 1.86 CHF 1.87 CHF 25,000 25,000 25,000 25,000 46,419 CHF 46,669 CHF 95.50% 95.50%
09/07/2024 0.54% 1.81 CHF 1.82 CHF 25,000 25,000 25,000 25,000 45,928 CHF 46,178 CHF 99.03% 99.03%
08/07/2024 0.54% 1.83 CHF 1.84 CHF 25,000 25,000 25,000 25,000 46,559 CHF 46,809 CHF 99.24% 99.24%
05/07/2024 0.53% 1.92 CHF 1.93 CHF 25,000 25,000 25,000 25,000 47,187 CHF 47,437 CHF 99.39% 99.39%
04/07/2024 0.53% 1.88 CHF 1.89 CHF 25,000 25,000 25,000 25,000 46,742 CHF 46,992 CHF 99.39% 99.39%
03/07/2024 0.55% 1.88 CHF 1.89 CHF 25,000 25,000 25,000 25,000 45,690 CHF 45,940 CHF 98.64% 98.64%
02/07/2024 0.55% 1.82 CHF 1.83 CHF 25,000 25,000 25,000 25,000 45,395 CHF 45,645 CHF 99.07% 99.07%

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