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 1.81% 0.53 CHF 0.54 CHF 100,000 50,000 95,156 50,000 51,953 CHF 27,840 CHF 99.72% 99.72%
12/07/2024 1.76% 0.57 CHF 0.58 CHF 90,000 50,000 90,911 50,000 51,225 CHF 28,680 CHF 99.01% 99.01%
11/07/2024 1.70% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 52,404 CHF 29,613 CHF 99.08% 99.08%
10/07/2024 1.82% 0.56 CHF 0.57 CHF 90,000 50,000 96,497 50,000 52,632 CHF 27,797 CHF 100.00% 100.00%
09/07/2024 1.92% 0.50 CHF 0.51 CHF 109,833 50,000 100,196 50,000 51,596 CHF 26,250 CHF 71.53% 71.53%
08/07/2024 1.82% 0.54 CHF 0.55 CHF 100,000 50,000 96,529 50,000 52,527 CHF 27,742 CHF 100.00% 100.00%
05/07/2024 1.90% 0.52 CHF 0.53 CHF 100,000 50,000 100,000 50,000 52,078 CHF 26,539 CHF 98.86% 98.86%
04/07/2024 1.93% 0.52 CHF 0.53 CHF 100,000 50,000 100,879 50,000 51,705 CHF 26,137 CHF 100.00% 100.00%
03/07/2024 2.12% 0.49 CHF 0.50 CHF 110,000 50,000 110,430 50,000 51,484 CHF 23,814 CHF 69.78% 69.78%
02/07/2024 2.10% 0.49 CHF 0.50 CHF 110,000 50,000 110,017 50,000 51,856 CHF 24,067 CHF 69.40% 69.40%

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