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 2.59% 0.87 CHF 0.89 CHF 60,000 20,000 60,000 20,000 53,580 CHF 18,330 CHF 97.09% 97.09%
12/07/2024 2.72% 0.94 CHF 0.96 CHF 60,000 20,000 59,926 20,000 53,448 CHF 18,333 CHF 67.82% 67.82%
11/07/2024 2.18% 1.10 CHF 1.12 CHF 50,000 10,000 50,000 10,000 55,676 CHF 11,381 CHF 92.63% 92.63%
10/07/2024 2.18% 1.20 CHF 1.23 CHF 50,000 10,000 50,000 10,000 58,029 CHF 11,861 CHF 70.78% 70.78%
09/07/2024 2.37% 1.14 CHF 1.17 CHF 50,000 10,000 50,000 10,000 57,923 CHF 11,862 CHF 96.15% 96.15%
08/07/2024 2.15% 1.12 CHF 1.14 CHF 50,000 20,000 50,000 20,000 56,649 CHF 23,151 CHF 90.19% 90.19%
05/07/2024 2.03% 1.10 CHF 1.12 CHF 50,000 20,000 49,614 19,903 54,684 CHF 22,386 CHF 98.87% 98.87%
04/07/2024 2.08% 1.09 CHF 1.11 CHF 50,000 20,000 50,000 20,000 54,247 CHF 22,154 CHF 99.56% 99.56%
03/07/2024 2.11% 1.05 CHF 1.07 CHF 50,000 20,000 50,009 20,000 52,861 CHF 21,592 CHF 79.32% 79.32%
02/07/2024 2.42% 0.93 CHF 0.95 CHF 59,549 20,000 59,940 20,000 53,721 CHF 18,365 CHF 92.97% 92.97%

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