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 1.23% 0.79 CHF 0.80 CHF 70,000 25,000 69,890 25,000 56,477 CHF 20,453 CHF 97.09% 97.09%
12/07/2024 1.23% 0.83 CHF 0.84 CHF 70,000 25,000 70,000 25,000 56,717 CHF 20,506 CHF 99.01% 99.01%
11/07/2024 1.18% 0.85 CHF 0.86 CHF 60,000 25,000 62,542 25,000 52,702 CHF 21,330 CHF 99.09% 99.09%
10/07/2024 1.21% 0.82 CHF 0.83 CHF 70,000 25,000 70,000 25,000 57,693 CHF 20,855 CHF 100.00% 100.00%
09/07/2024 1.18% 0.83 CHF 0.84 CHF 70,000 25,000 63,880 25,000 53,581 CHF 21,235 CHF 100.00% 100.00%
08/07/2024 1.13% 0.86 CHF 0.87 CHF 60,000 25,000 60,000 25,000 52,634 CHF 22,181 CHF 100.00% 100.00%
05/07/2024 1.11% 0.90 CHF 0.91 CHF 60,000 25,000 60,000 25,000 53,602 CHF 22,584 CHF 61.81% 61.81%
04/07/2024 2.01% 0.85 CHF 0.86 CHF 60,000 25,000 16,033 13,430 13,460 CHF 11,494 CHF 100.00% 100.00%
03/07/2024 2.05% 0.86 CHF 0.88 CHF 12,500 12,500 12,500 12,500 10,826 CHF 11,050 CHF 99.73% 99.73%
02/07/2024 2.13% 0.83 CHF 0.85 CHF 12,500 12,500 12,500 12,500 10,215 CHF 10,435 CHF 100.00% 100.00%

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