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 2.35% 0.42 CHF 0.43 CHF 50,000 50,000 50,000 50,000 21,072 CHF 21,572 CHF 100.00% 100.00%
12/07/2024 2.32% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 21,342 CHF 21,842 CHF 98.42% 98.42%
11/07/2024 2.39% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 20,709 CHF 21,209 CHF 84.85% 84.85%
10/07/2024 2.45% 0.40 CHF 0.41 CHF 50,000 50,000 50,000 50,000 20,203 CHF 20,703 CHF 99.78% 99.78%
09/07/2024 2.62% 0.38 CHF 0.39 CHF 50,000 50,000 50,000 50,000 18,829 CHF 19,329 CHF 100.00% 100.00%
08/07/2024 2.66% 0.37 CHF 0.38 CHF 50,000 50,000 50,000 50,000 18,525 CHF 19,025 CHF 98.99% 98.99%
05/07/2024 2.65% 0.37 CHF 0.38 CHF 50,000 50,000 50,000 50,000 18,613 CHF 19,113 CHF 100.00% 100.00%
04/07/2024 2.68% 0.37 CHF 0.38 CHF 50,000 50,000 50,000 50,000 18,437 CHF 18,937 CHF 98.17% 98.17%
03/07/2024 2.80% 0.36 CHF 0.37 CHF 50,000 50,000 50,000 50,000 17,593 CHF 18,093 CHF 100.00% 100.00%
02/07/2024 2.92% 0.35 CHF 0.36 CHF 50,000 50,000 50,000 50,000 16,874 CHF 17,374 CHF 100.00% 100.00%

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