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 2.09% 0.99 CHF 1.01 CHF 56,642 50,000 54,429 50,000 54,226 CHF 50,906 CHF 75.67% 75.67%
12/07/2024 2.18% 1.00 CHF 1.02 CHF 50,000 50,000 53,163 50,000 52,966 CHF 50,990 CHF 64.21% 64.21%
11/07/2024 2.26% 1.01 CHF 1.03 CHF 50,000 50,000 55,974 50,000 54,771 CHF 50,082 CHF 95.80% 95.80%
10/07/2024 2.28% 0.99 CHF 1.01 CHF 57,895 50,000 58,035 50,000 55,258 CHF 48,706 CHF 100.00% 100.00%
09/07/2024 2.33% 0.94 CHF 0.96 CHF 58,405 50,000 57,379 50,000 55,890 CHF 49,858 CHF 95.17% 95.17%
08/07/2024 2.25% 0.93 CHF 0.95 CHF 58,572 50,000 58,755 50,000 54,942 CHF 47,819 CHF 98.90% 98.90%
05/07/2024 2.41% 0.93 CHF 0.95 CHF 59,695 50,000 59,703 50,000 55,198 CHF 47,354 CHF 97.81% 97.81%
04/07/2024 2.38% 0.91 CHF 0.93 CHF 60,000 50,000 60,000 50,000 53,560 CHF 45,707 CHF 98.20% 98.20%
03/07/2024 2.62% 0.81 CHF 0.84 CHF 62,739 50,000 63,286 50,000 51,278 CHF 41,590 CHF 99.82% 99.82%
02/07/2024 2.98% 0.75 CHF 0.77 CHF 65,447 50,000 66,352 50,000 48,683 CHF 37,797 CHF 96.66% 96.66%

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