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 3.55% 0.69 CHF 0.71 CHF 25,000 25,000 25,000 25,000 17,733 CHF 18,372 CHF 99.62% 99.62%
12/07/2024 3.19% 0.74 CHF 0.76 CHF 25,000 25,000 25,000 25,000 18,270 CHF 18,862 CHF 98.69% 98.69%
11/07/2024 3.33% 0.73 CHF 0.76 CHF 25,000 25,000 25,000 25,000 17,740 CHF 18,340 CHF 99.08% 99.08%
10/07/2024 3.31% 0.73 CHF 0.76 CHF 25,000 25,000 25,000 25,000 18,075 CHF 18,682 CHF 100.00% 100.00%
09/07/2024 3.40% 0.72 CHF 0.75 CHF 25,000 25,000 25,000 25,000 17,784 CHF 18,400 CHF 100.00% 100.00%
08/07/2024 3.54% 0.71 CHF 0.74 CHF 25,000 25,000 25,000 25,000 16,896 CHF 17,504 CHF 99.98% 99.98%
05/07/2024 3.82% 0.66 CHF 0.68 CHF 25,000 25,000 25,000 25,000 15,867 CHF 16,485 CHF 95.40% 95.40%
04/07/2024 4.19% 0.63 CHF 0.66 CHF 25,000 25,000 25,000 25,000 14,729 CHF 15,356 CHF 97.88% 97.88%
03/07/2024 3.43% 0.39 CHF 0.41 CHF 130,000 50,000 131,300 50,000 51,882 CHF 20,454 CHF 100.00% 100.00%
02/07/2024 3.90% 0.39 CHF 0.40 CHF 130,000 50,000 141,113 50,000 51,037 CHF 18,820 CHF 100.00% 100.00%

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