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 2.61% 0.72 CHF 0.73 CHF 70,000 50,000 79,434 30,086 55,674 CHF 21,592 CHF 94.21% 94.21%
12/07/2024 3.05% 0.70 CHF 0.71 CHF 80,000 50,000 87,786 29,897 53,383 CHF 19,142 CHF 97.91% 97.91%
11/07/2024 2.63% 0.65 CHF 0.66 CHF 80,000 50,000 79,353 29,831 55,320 CHF 21,138 CHF 99.27% 99.27%
10/07/2024 2.65% 0.71 CHF 0.72 CHF 80,000 50,000 79,911 30,005 55,535 CHF 21,355 CHF 95.81% 95.81%
09/07/2024 2.13% 0.65 CHF 0.66 CHF 80,000 50,000 75,049 36,849 51,760 CHF 25,566 CHF 44.81% 44.81%
08/07/2024 3.36% 0.60 CHF 0.61 CHF 90,000 50,000 95,102 30,001 52,692 CHF 17,489 CHF 95.89% 95.89%
05/07/2024 4.55% 0.48 CHF 0.49 CHF 110,000 75,000 128,671 35,337 52,012 CHF 15,071 CHF 98.36% 98.36%
04/07/2024 4.62% 0.40 CHF 0.41 CHF 130,000 75,000 130,000 35,255 51,670 CHF 14,581 CHF 99.17% 99.17%
03/07/2024 4.68% 0.39 CHF 0.40 CHF 130,000 75,000 132,147 35,203 51,023 CHF 14,139 CHF 99.69% 99.69%
02/07/2024 5.16% 0.36 CHF 0.37 CHF 140,000 75,000 147,778 35,140 52,323 CHF 13,165 CHF 99.69% 99.69%

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