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 2.41% 0.63 CHF 0.64 CHF 230,000 230,000 73,867 73,867 47,264 CHF 48,125 CHF 98.87% 98.87%
12/07/2024 2.36% 0.64 CHF 0.65 CHF 230,000 230,000 73,267 73,267 47,035 CHF 47,891 CHF 100.00% 100.00%
11/07/2024 2.77% 0.59 CHF 0.60 CHF 225,000 225,000 70,473 70,473 40,277 CHF 41,102 CHF 99.99% 99.99%
10/07/2024 2.82% 0.58 CHF 0.59 CHF 220,000 220,000 70,223 70,223 38,697 CHF 39,517 CHF 99.90% 99.90%
09/07/2024 2.82% 0.50 CHF 0.51 CHF 215,000 215,000 69,255 69,255 35,928 CHF 36,738 CHF 99.98% 99.98%
08/07/2024 2.79% 0.55 CHF 0.56 CHF 220,000 220,000 70,318 70,318 38,209 CHF 39,030 CHF 99.98% 99.98%
05/07/2024 2.85% 0.54 CHF 0.55 CHF 220,000 220,000 69,951 69,951 38,041 CHF 38,859 CHF 99.71% 99.71%
04/07/2024 2.76% 0.56 CHF 0.57 CHF 44,000 44,000 32,355 32,355 17,761 CHF 18,201 CHF 94.02% 94.02%
03/07/2024 2.98% 0.53 CHF 0.54 CHF 220,000 220,000 69,146 69,146 35,876 CHF 36,686 CHF 99.52% 99.52%
02/07/2024 2.67% 0.53 CHF 0.54 CHF 215,000 215,000 69,113 69,113 38,076 CHF 38,882 CHF 100.00% 100.00%

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