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 3.96% 0.67 CHF 0.70 CHF 25,000 25,000 25,000 25,000 17,269 CHF 17,968 CHF 99.62% 99.62%
12/07/2024 3.44% 0.73 CHF 0.75 CHF 25,000 25,000 25,000 25,000 17,934 CHF 18,561 CHF 98.69% 98.69%
11/07/2024 3.56% 0.71 CHF 0.74 CHF 25,000 25,000 25,000 25,000 17,313 CHF 17,939 CHF 99.08% 99.08%
10/07/2024 3.43% 0.72 CHF 0.74 CHF 25,000 25,000 25,000 25,000 17,724 CHF 18,343 CHF 100.00% 100.00%
09/07/2024 3.69% 0.71 CHF 0.73 CHF 25,000 25,000 25,000 25,000 17,313 CHF 17,964 CHF 100.00% 100.00%
08/07/2024 3.82% 0.69 CHF 0.72 CHF 25,000 25,000 25,000 25,000 16,280 CHF 16,914 CHF 99.98% 99.98%
05/07/2024 3.97% 0.63 CHF 0.66 CHF 25,000 25,000 25,000 25,000 15,054 CHF 15,664 CHF 94.98% 94.98%
04/07/2024 4.46% 0.60 CHF 0.62 CHF 25,000 25,000 25,000 25,000 13,716 CHF 14,334 CHF 97.88% 97.88%
03/07/2024 3.83% 0.33 CHF 0.35 CHF 160,000 50,000 152,728 50,000 51,421 CHF 17,502 CHF 100.00% 100.00%
02/07/2024 4.01% 0.33 CHF 0.34 CHF 160,000 50,000 170,181 50,000 51,562 CHF 15,786 CHF 100.00% 100.00%

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