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 1.95% 1.07 CHF 1.09 CHF 50,000 50,000 50,149 50,000 53,373 CHF 54,273 CHF 98.73% 98.73%
12/07/2024 2.07% 1.04 CHF 1.06 CHF 50,000 50,000 56,038 50,000 55,173 CHF 50,362 CHF 99.38% 99.38%
11/07/2024 2.18% 0.96 CHF 0.98 CHF 60,000 50,000 60,000 50,000 55,470 CHF 47,244 CHF 94.88% 94.88%
10/07/2024 2.37% 0.86 CHF 0.88 CHF 60,000 50,000 62,051 50,000 52,317 CHF 43,192 CHF 99.42% 99.42%
09/07/2024 3.20% 0.86 CHF 0.89 CHF 25,000 25,000 27,172 26,552 24,677 CHF 24,889 CHF 97.84% 97.84%
08/07/2024 1.35% 0.92 CHF 0.93 CHF 60,000 50,000 60,310 50,000 54,590 CHF 45,892 CHF 98.09% 98.09%
05/07/2024 1.46% 0.81 CHF 0.83 CHF 70,000 50,000 61,866 50,000 52,996 CHF 43,538 CHF 99.57% 99.57%
04/07/2024 1.43% 0.85 CHF 0.86 CHF 60,000 50,000 64,195 50,000 53,664 CHF 42,458 CHF 98.25% 98.25%
03/07/2024 1.53% 0.78 CHF 0.79 CHF 70,000 50,000 71,110 50,000 53,679 CHF 38,361 CHF 97.40% 97.40%
02/07/2024 1.75% 0.71 CHF 0.72 CHF 80,000 50,000 79,928 50,000 54,609 CHF 34,766 CHF 93.48% 93.48%

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