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 3.05% 0.66 CHF 0.68 CHF 80,000 50,000 79,918 50,000 54,479 CHF 35,139 CHF 98.99% 98.99%
12/07/2024 2.90% 0.72 CHF 0.74 CHF 70,000 50,000 71,745 50,000 51,568 CHF 37,012 CHF 98.78% 98.78%
11/07/2024 2.71% 0.72 CHF 0.74 CHF 70,000 50,000 70,000 50,000 51,982 CHF 38,152 CHF 99.09% 99.09%
10/07/2024 2.82% 0.72 CHF 0.74 CHF 70,000 50,000 75,529 50,000 53,917 CHF 36,736 CHF 100.00% 100.00%
09/07/2024 2.67% 0.69 CHF 0.71 CHF 80,000 50,000 70,102 50,000 52,338 CHF 38,343 CHF 100.00% 100.00%
08/07/2024 2.58% 0.77 CHF 0.80 CHF 70,000 50,000 70,082 50,000 54,240 CHF 39,710 CHF 100.00% 100.00%
05/07/2024 3.03% 0.72 CHF 0.74 CHF 70,000 50,000 79,294 50,000 54,612 CHF 35,526 CHF 95.10% 95.10%
04/07/2024 3.29% 0.63 CHF 0.65 CHF 80,000 50,000 80,027 50,000 51,883 CHF 33,500 CHF 100.00% 100.00%
03/07/2024 3.12% 0.64 CHF 0.66 CHF 80,000 50,000 82,158 50,000 52,069 CHF 32,712 CHF 99.82% 99.82%
02/07/2024 3.23% 0.65 CHF 0.67 CHF 80,000 50,000 87,107 50,000 53,876 CHF 31,966 CHF 100.00% 100.00%

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