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 2.93% 0.69 CHF 0.71 CHF 70,000 70,000 69,234 69,234 47,931 CHF 49,326 CHF 100.00% 100.00%
12/07/2024 2.77% 0.70 CHF 0.72 CHF 70,000 70,000 69,222 69,222 50,780 CHF 52,175 CHF 98.46% 98.46%
11/07/2024 2.75% 0.74 CHF 0.76 CHF 70,000 70,000 69,225 69,225 51,227 CHF 52,622 CHF 98.73% 98.73%
10/07/2024 2.75% 0.78 CHF 0.80 CHF 70,000 70,000 69,234 69,234 51,091 CHF 52,486 CHF 100.00% 100.00%
09/07/2024 2.68% 0.73 CHF 0.75 CHF 70,000 70,000 69,078 69,078 52,502 CHF 53,897 CHF 100.00% 100.00%
08/07/2024 2.66% 0.77 CHF 0.79 CHF 70,000 70,000 69,076 69,076 53,108 CHF 54,503 CHF 98.28% 98.28%
05/07/2024 2.62% 0.78 CHF 0.80 CHF 70,000 70,000 69,234 69,234 53,673 CHF 55,068 CHF 100.00% 100.00%
04/07/2024 2.65% 0.77 CHF 0.79 CHF 36,000 36,000 62,067 62,067 47,577 CHF 48,825 CHF 100.00% 100.00%
03/07/2024 2.67% 0.77 CHF 0.79 CHF 70,000 70,000 69,234 69,234 52,781 CHF 54,176 CHF 100.00% 100.00%
02/07/2024 2.50% 0.79 CHF 0.81 CHF 70,000 70,000 69,230 69,230 56,214 CHF 57,609 CHF 100.00% 100.00%

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