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 2.78% 0.36 CHF 0.37 CHF 60,000 60,000 33,073 33,073 12,075 CHF 12,406 CHF 100.00% 100.00%
12/07/2024 2.24% 0.40 CHF 0.41 CHF 60,000 60,000 33,290 33,290 14,821 CHF 15,155 CHF 99.94% 99.94%
11/07/2024 2.22% 0.45 CHF 0.46 CHF 60,000 60,000 32,814 32,814 15,189 CHF 15,521 CHF 99.43% 99.43%
10/07/2024 1.94% 0.50 CHF 0.51 CHF 65,000 65,000 35,426 35,426 18,262 CHF 18,617 CHF 99.84% 99.84%
09/07/2024 1.79% 0.57 CHF 0.58 CHF 65,000 65,000 35,983 35,983 20,373 CHF 20,733 CHF 99.66% 99.66%
08/07/2024 1.77% 0.59 CHF 0.60 CHF 65,000 65,000 35,885 35,885 20,602 CHF 20,963 CHF 100.00% 100.00%
05/07/2024 1.88% 0.51 CHF 0.52 CHF 65,000 65,000 35,851 35,851 19,238 CHF 19,598 CHF 99.53% 99.53%
04/07/2024 1.72% 0.56 CHF 0.57 CHF 33,000 33,000 29,240 29,240 16,846 CHF 17,139 CHF 98.93% 98.93%
03/07/2024 1.54% 0.58 CHF 0.59 CHF 65,000 65,000 35,270 35,270 22,749 CHF 23,102 CHF 98.22% 98.22%
02/07/2024 1.42% 0.73 CHF 0.74 CHF 65,000 65,000 35,756 35,756 25,594 CHF 25,953 CHF 100.00% 100.00%

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