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 1.15% 0.84 CHF 0.85 CHF 60,000 25,000 60,000 25,000 51,938 CHF 21,891 CHF 97.10% 97.10%
12/07/2024 1.15% 0.88 CHF 0.89 CHF 60,000 25,000 60,230 25,000 52,243 CHF 21,938 CHF 99.01% 99.01%
11/07/2024 1.10% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 54,106 CHF 22,794 CHF 99.09% 99.09%
10/07/2024 1.13% 0.88 CHF 0.89 CHF 60,000 25,000 60,000 25,000 52,918 CHF 22,299 CHF 100.00% 100.00%
09/07/2024 1.11% 0.89 CHF 0.90 CHF 60,000 25,000 60,000 25,000 53,793 CHF 22,664 CHF 100.00% 100.00%
08/07/2024 1.07% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 56,024 CHF 23,593 CHF 100.00% 100.00%
05/07/2024 1.05% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 25,000 56,978 CHF 23,991 CHF 60.60% 60.60%
04/07/2024 1.89% 0.90 CHF 0.91 CHF 60,000 25,000 16,033 13,430 14,383 CHF 12,263 CHF 100.00% 100.00%
03/07/2024 2.04% 0.92 CHF 0.94 CHF 12,500 12,500 12,500 12,500 11,522 CHF 11,760 CHF 99.73% 99.73%
02/07/2024 1.83% 0.89 CHF 0.90 CHF 12,500 12,500 12,500 12,500 10,935 CHF 11,138 CHF 100.00% 100.00%

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