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 2.87% 0.73 CHF 0.76 CHF 70,000 50,000 70,049 50,000 51,864 CHF 38,100 CHF 72.99% 72.99%
12/07/2024 2.92% 0.74 CHF 0.76 CHF 70,000 50,000 71,249 50,000 52,492 CHF 37,952 CHF 65.06% 65.06%
11/07/2024 3.15% 0.75 CHF 0.77 CHF 70,000 50,000 72,090 50,000 52,306 CHF 37,463 CHF 76.37% 76.37%
10/07/2024 3.12% 0.73 CHF 0.75 CHF 70,000 50,000 77,463 50,000 54,180 CHF 36,084 CHF 94.58% 94.58%
09/07/2024 2.98% 0.69 CHF 0.71 CHF 77,729 50,000 71,773 50,000 51,968 CHF 37,329 CHF 84.11% 84.11%
08/07/2024 2.25% 0.69 CHF 0.70 CHF 78,667 50,000 78,545 50,000 54,146 CHF 35,254 CHF 100.00% 100.00%
05/07/2024 1.91% 0.69 CHF 0.70 CHF 79,083 50,000 79,430 50,000 54,380 CHF 34,894 CHF 98.86% 98.86%
04/07/2024 1.82% 0.67 CHF 0.68 CHF 80,000 50,000 80,000 50,000 52,727 CHF 33,561 CHF 100.00% 100.00%
03/07/2024 1.98% 0.60 CHF 0.62 CHF 85,947 50,000 86,749 50,000 52,071 CHF 30,616 CHF 97.98% 97.98%
02/07/2024 2.09% 0.57 CHF 0.58 CHF 90,000 50,000 92,372 50,000 51,078 CHF 28,237 CHF 83.99% 83.99%

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