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 1.97% 1.05 CHF 1.07 CHF 50,000 50,000 50,000 50,000 53,119 CHF 54,173 CHF 99.72% 99.72%
12/07/2024 2.33% 1.06 CHF 1.09 CHF 50,000 50,000 50,000 50,000 52,911 CHF 54,159 CHF 99.01% 99.01%
11/07/2024 2.18% 1.07 CHF 1.09 CHF 50,000 50,000 50,000 50,000 52,205 CHF 53,357 CHF 99.08% 99.08%
10/07/2024 2.20% 1.05 CHF 1.07 CHF 50,000 50,000 50,271 50,000 51,156 CHF 52,017 CHF 100.00% 100.00%
09/07/2024 2.17% 1.00 CHF 1.03 CHF 50,000 50,000 50,000 50,000 51,904 CHF 53,042 CHF 100.00% 100.00%
08/07/2024 2.17% 0.99 CHF 1.01 CHF 60,000 50,000 54,973 50,000 54,681 CHF 50,851 CHF 100.00% 100.00%
05/07/2024 2.46% 0.99 CHF 1.02 CHF 60,000 50,000 57,881 50,000 56,947 CHF 50,447 CHF 98.86% 98.86%
04/07/2024 2.45% 0.97 CHF 0.99 CHF 60,000 50,000 60,000 50,000 57,303 CHF 48,939 CHF 100.00% 100.00%
03/07/2024 2.50% 0.88 CHF 0.91 CHF 60,000 50,000 60,000 50,000 52,725 CHF 45,051 CHF 99.82% 99.82%
02/07/2024 2.63% 0.83 CHF 0.85 CHF 70,000 50,000 69,823 50,000 56,913 CHF 41,847 CHF 99.79% 99.79%

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