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 1.14% 0.85 CHF 0.86 CHF 60,000 25,000 60,000 25,000 52,304 CHF 22,043 CHF 97.09% 97.09%
12/07/2024 1.14% 0.89 CHF 0.90 CHF 60,000 25,000 60,000 25,000 52,415 CHF 22,090 CHF 99.01% 99.01%
11/07/2024 1.10% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 54,413 CHF 22,922 CHF 99.09% 99.09%
10/07/2024 1.12% 0.89 CHF 0.90 CHF 60,000 25,000 60,000 25,000 53,210 CHF 22,421 CHF 100.00% 100.00%
09/07/2024 1.10% 0.89 CHF 0.90 CHF 60,000 25,000 60,000 25,000 54,109 CHF 22,796 CHF 100.00% 100.00%
08/07/2024 1.06% 0.92 CHF 0.93 CHF 60,000 25,000 60,000 25,000 56,306 CHF 23,711 CHF 100.00% 100.00%
05/07/2024 1.04% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 25,000 57,290 CHF 24,121 CHF 61.81% 61.81%
04/07/2024 1.81% 0.91 CHF 0.92 CHF 60,000 25,000 16,033 13,430 14,467 CHF 12,332 CHF 100.00% 100.00%
03/07/2024 1.84% 0.93 CHF 0.94 CHF 12,500 12,500 12,500 12,500 11,611 CHF 11,826 CHF 99.73% 99.73%
02/07/2024 2.04% 0.89 CHF 0.91 CHF 12,500 12,500 12,500 12,500 10,984 CHF 11,210 CHF 100.00% 100.00%

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