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 1.63% 0.92 CHF 0.93 CHF 60,000 25,000 60,000 25,000 56,763 CHF 24,041 CHF 98.73% 98.73%
12/07/2024 1.64% 0.92 CHF 0.94 CHF 60,000 25,000 60,218 25,000 54,054 CHF 22,819 CHF 99.38% 99.38%
11/07/2024 1.55% 1.00 CHF 1.02 CHF 50,000 25,000 53,837 25,000 53,663 CHF 25,357 CHF 99.07% 99.07%
10/07/2024 1.69% 0.98 CHF 1.00 CHF 60,000 25,000 60,000 25,000 57,296 CHF 24,279 CHF 100.00% 100.00%
09/07/2024 1.74% 0.90 CHF 0.92 CHF 60,000 25,000 58,160 25,000 56,051 CHF 24,545 CHF 100.00% 100.00%
08/07/2024 1.71% 0.90 CHF 0.91 CHF 60,000 25,000 60,000 25,000 56,887 CHF 24,111 CHF 99.79% 99.79%
05/07/2024 1.55% 1.10 CHF 1.12 CHF 50,000 25,000 50,000 25,000 55,933 CHF 28,403 CHF 99.62% 99.62%
04/07/2024 1.39% 1.22 CHF 1.23 CHF 50,000 25,000 49,421 25,000 60,131 CHF 30,854 CHF 100.00% 100.00%
03/07/2024 1.41% 1.22 CHF 1.24 CHF 50,000 25,000 49,939 25,000 59,942 CHF 30,435 CHF 99.72% 99.72%
02/07/2024 1.58% 1.10 CHF 1.12 CHF 50,000 25,000 50,000 25,000 54,846 CHF 27,861 CHF 100.00% 100.00%

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