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 1.29% 0.81 CHF 0.82 CHF 100,000 100,000 76,784 58,740 59,360 CHF 46,023 CHF 95.52% 95.52%
12/07/2024 1.26% 0.78 CHF 0.79 CHF 100,000 100,000 76,534 58,039 60,416 CHF 46,290 CHF 99.09% 99.09%
11/07/2024 1.07% 0.79 CHF 0.80 CHF 100,000 100,000 68,740 58,027 63,482 CHF 53,761 CHF 97.36% 97.36%
10/07/2024 1.11% 0.87 CHF 0.88 CHF 100,000 100,000 68,806 58,593 61,715 CHF 53,134 CHF 97.88% 97.88%
09/07/2024 5.09% 0.90 CHF 0.95 CHF 10,000 10,000 5,799 5,799 5,508 CHF 5,798 CHF 99.50% 99.50%
08/07/2024 4.99% 0.94 CHF 0.99 CHF 10,000 10,000 5,836 5,836 5,664 CHF 5,955 CHF 97.72% 97.72%
05/07/2024 1.98% 0.96 CHF 1.01 CHF 10,000 10,000 49,630 38,930 44,663 CHF 35,504 CHF 95.39% 95.39%
04/07/2024 4.93% 0.86 CHF 0.91 CHF 2,000 2,000 9,983 4,478 8,921 CHF 4,097 CHF 81.42% 81.42%
03/07/2024 5.71% 0.86 CHF 0.91 CHF 10,000 10,000 5,861 5,861 4,980 CHF 5,273 CHF 84.99% 84.99%
02/07/2024 6.03% 0.82 CHF 0.87 CHF 10,000 10,000 5,750 5,750 4,638 CHF 4,925 CHF 98.70% 98.70%

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