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 2.67% 0.71 CHF 0.72 CHF 80,000 50,000 79,874 30,091 54,787 CHF 21,142 CHF 94.16% 94.16%
12/07/2024 3.16% 0.68 CHF 0.69 CHF 80,000 50,000 87,788 29,899 52,026 CHF 18,685 CHF 97.88% 97.88%
11/07/2024 2.69% 0.63 CHF 0.64 CHF 80,000 50,000 80,232 29,834 54,728 CHF 20,694 CHF 99.23% 99.23%
10/07/2024 2.70% 0.69 CHF 0.70 CHF 80,000 50,000 80,000 30,008 54,391 CHF 20,903 CHF 95.77% 95.77%
09/07/2024 2.18% 0.63 CHF 0.64 CHF 80,000 50,000 79,804 36,852 53,888 CHF 25,006 CHF 44.80% 44.80%
08/07/2024 3.46% 0.59 CHF 0.60 CHF 90,000 50,000 98,049 30,005 52,784 CHF 17,019 CHF 95.83% 95.83%
05/07/2024 4.73% 0.46 CHF 0.47 CHF 110,000 75,000 134,944 35,342 52,375 CHF 14,508 CHF 98.33% 98.33%
04/07/2024 4.81% 0.39 CHF 0.40 CHF 130,000 75,000 138,939 35,255 52,994 CHF 14,017 CHF 99.17% 99.17%
03/07/2024 4.90% 0.38 CHF 0.39 CHF 140,000 75,000 140,050 35,209 51,823 CHF 13,574 CHF 99.65% 99.65%
02/07/2024 5.39% 0.34 CHF 0.35 CHF 150,000 75,000 152,473 35,144 51,514 CHF 12,595 CHF 99.66% 99.66%

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