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 0.70% 64.90 CHF 65.10 CHF 2,700 2,700 1,266 1,266 73,150 CHF 73,545 CHF 99.87% 99.87%
12/07/2024 0.75% 44.95 CHF 45.10 CHF 3,200 3,200 1,439 1,439 62,838 CHF 63,208 CHF 99.79% 99.79%
11/07/2024 0.73% 49.75 CHF 49.90 CHF 2,900 2,900 1,345 1,345 66,196 CHF 66,570 CHF 98.81% 98.81%
10/07/2024 0.71% 44.55 CHF 44.70 CHF 3,000 3,000 1,288 1,288 61,720 CHF 62,068 CHF 99.78% 99.78%
09/07/2024 0.70% 48.10 CHF 48.25 CHF 2,800 2,800 1,272 1,272 62,720 CHF 63,067 CHF 99.78% 99.78%
08/07/2024 0.76% 47.80 CHF 47.95 CHF 2,700 2,700 1,200 1,200 59,706 CHF 60,069 CHF 99.89% 99.89%
05/07/2024 0.89% 45.65 CHF 45.85 CHF 2,600 2,600 1,261 1,261 51,018 CHF 51,364 CHF 97.24% 97.24%
04/07/2024 0.94% 44.85 CHF 45.20 CHF 1,100 1,100 888 888 40,267 CHF 40,634 CHF 98.22% 98.22%
03/07/2024 0.79% 50.65 CHF 50.85 CHF 2,600 2,600 1,197 1,197 61,313 CHF 61,704 CHF 99.46% 99.46%
02/07/2024 0.81% 57.30 CHF 57.50 CHF 2,300 2,300 1,035 1,035 59,734 CHF 60,112 CHF 99.77% 99.77%

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