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 2.22% 0.46 CHF 0.47 CHF 60,000 60,000 33,073 33,073 15,109 CHF 15,440 CHF 100.00% 100.00%
12/07/2024 1.86% 0.49 CHF 0.50 CHF 60,000 60,000 33,290 33,290 17,906 CHF 18,240 CHF 99.94% 99.94%
11/07/2024 1.85% 0.54 CHF 0.55 CHF 60,000 60,000 32,811 32,811 18,249 CHF 18,581 CHF 99.43% 99.43%
10/07/2024 1.65% 0.59 CHF 0.60 CHF 65,000 65,000 35,425 35,425 21,539 CHF 21,894 CHF 99.84% 99.84%
09/07/2024 1.54% 0.67 CHF 0.68 CHF 65,000 65,000 35,983 35,983 23,750 CHF 24,111 CHF 99.66% 99.66%
08/07/2024 1.53% 0.68 CHF 0.69 CHF 65,000 65,000 35,884 35,884 23,948 CHF 24,309 CHF 100.00% 100.00%
05/07/2024 1.60% 0.60 CHF 0.61 CHF 65,000 65,000 35,849 35,849 22,579 CHF 22,939 CHF 99.53% 99.53%
04/07/2024 1.48% 0.66 CHF 0.67 CHF 33,000 33,000 29,240 29,240 19,603 CHF 19,895 CHF 98.93% 98.93%
03/07/2024 1.35% 0.67 CHF 0.68 CHF 65,000 65,000 35,269 35,269 26,086 CHF 26,439 CHF 98.22% 98.22%
02/07/2024 1.25% 0.83 CHF 0.84 CHF 65,000 65,000 35,756 35,756 28,999 CHF 29,357 CHF 100.00% 100.00%

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