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 1.69% 0.55 CHF 0.56 CHF 50,000 50,000 50,000 50,000 29,398 CHF 29,898 CHF 100.00% 100.00%
12/07/2024 1.77% 0.61 CHF 0.62 CHF 50,000 50,000 50,000 50,000 28,104 CHF 28,604 CHF 98.43% 98.43%
11/07/2024 1.79% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 27,699 CHF 28,199 CHF 95.34% 95.34%
10/07/2024 1.70% 0.56 CHF 0.57 CHF 50,000 50,000 50,000 50,000 29,173 CHF 29,673 CHF 99.78% 99.78%
09/07/2024 1.56% 0.59 CHF 0.60 CHF 50,000 50,000 50,000 50,000 31,803 CHF 32,303 CHF 100.00% 100.00%
08/07/2024 1.80% 0.55 CHF 0.56 CHF 50,000 50,000 50,000 50,000 27,490 CHF 27,990 CHF 98.97% 98.97%
05/07/2024 1.76% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 28,291 CHF 28,791 CHF 100.00% 100.00%
04/07/2024 2.33% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 21,227 CHF 21,727 CHF 98.16% 98.16%
03/07/2024 2.15% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 23,083 CHF 23,583 CHF 100.00% 100.00%
02/07/2024 2.28% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 21,668 CHF 22,168 CHF 100.00% 100.00%

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