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 2.90% 0.69 CHF 0.70 CHF 80,000 50,000 51,465 37,030 35,432 CHF 26,275 CHF 93.83% 93.83%
12/07/2024 1.76% 0.69 CHF 0.71 CHF 80,000 50,000 80,020 50,000 51,815 CHF 32,955 CHF 81.74% 81.74%
11/07/2024 2.32% 0.67 CHF 0.68 CHF 80,000 50,000 80,000 50,000 53,023 CHF 33,918 CHF 83.80% 83.80%
10/07/2024 2.29% 0.65 CHF 0.66 CHF 80,000 50,000 71,732 50,000 52,612 CHF 37,589 CHF 98.55% 98.55%
09/07/2024 2.07% 0.80 CHF 0.81 CHF 70,000 50,000 70,000 50,000 54,740 CHF 39,916 CHF 100.00% 100.00%
08/07/2024 2.11% 0.77 CHF 0.79 CHF 70,000 50,000 70,000 50,000 53,186 CHF 38,800 CHF 99.53% 99.53%
05/07/2024 2.03% 0.79 CHF 0.81 CHF 70,000 50,000 70,000 50,000 55,120 CHF 40,178 CHF 98.87% 98.87%
04/07/2024 3.13% 0.85 CHF 0.86 CHF 60,000 50,000 28,089 27,135 23,095 CHF 22,984 CHF 86.95% 86.95%
03/07/2024 3.10% 0.82 CHF 0.84 CHF 25,000 25,000 25,000 25,000 20,654 CHF 21,304 CHF 99.65% 99.65%
02/07/2024 3.15% 0.79 CHF 0.82 CHF 25,000 25,000 25,000 25,000 20,555 CHF 21,213 CHF 98.48% 98.48%

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