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 1.06% 0.92 CHF 0.93 CHF 60,000 25,000 60,000 25,000 56,551 CHF 23,813 CHF 97.10% 97.10%
12/07/2024 1.05% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 25,000 56,721 CHF 23,884 CHF 99.01% 99.01%
11/07/2024 1.02% 0.99 CHF 1.00 CHF 60,000 25,000 60,000 25,000 58,714 CHF 24,714 CHF 99.09% 99.09%
10/07/2024 1.04% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 25,000 57,483 CHF 24,201 CHF 100.00% 100.00%
09/07/2024 1.02% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 25,000 58,336 CHF 24,557 CHF 100.00% 100.00%
08/07/2024 0.99% 0.99 CHF 1.00 CHF 60,000 25,000 50,414 25,000 50,871 CHF 25,480 CHF 100.00% 100.00%
05/07/2024 0.97% 1.03 CHF 1.04 CHF 50,000 25,000 50,090 25,000 51,331 CHF 25,871 CHF 61.81% 61.81%
04/07/2024 1.76% 0.98 CHF 0.99 CHF 60,000 25,000 16,033 13,430 15,621 CHF 13,295 CHF 100.00% 100.00%
03/07/2024 1.73% 1.00 CHF 1.02 CHF 12,500 12,500 12,500 12,500 12,486 CHF 12,703 CHF 99.73% 99.73%
02/07/2024 1.76% 0.96 CHF 0.98 CHF 12,500 12,500 12,500 12,500 11,879 CHF 12,090 CHF 100.00% 100.00%

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