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
25/07/2024 0.46% 2.11 CHF 2.12 CHF 25,000 25,000 25,000 25,000 53,808 CHF 54,058 CHF 98.98% 98.98%
24/07/2024 0.39% 2.64 CHF 2.65 CHF 25,000 25,000 25,000 25,000 64,076 CHF 64,326 CHF 98.86% 98.86%
23/07/2024 0.40% 2.49 CHF 2.50 CHF 25,000 25,000 25,000 25,000 61,750 CHF 62,000 CHF 99.00% 99.00%
22/07/2024 0.41% 2.33 CHF 2.34 CHF 25,000 25,000 25,000 25,000 60,607 CHF 60,857 CHF 99.06% 99.06%
19/07/2024 0.39% 2.50 CHF 2.51 CHF 25,000 25,000 25,000 25,000 63,215 CHF 63,465 CHF 98.57% 98.57%
18/07/2024 0.33% 3.02 CHF 3.03 CHF 25,000 25,000 25,000 25,000 74,998 CHF 75,248 CHF 96.64% 96.64%
17/07/2024 0.32% 2.96 CHF 2.97 CHF 25,000 25,000 25,000 25,000 76,845 CHF 77,095 CHF 98.80% 98.80%
16/07/2024 0.35% 2.96 CHF 2.97 CHF 25,000 25,000 25,000 25,000 70,499 CHF 70,749 CHF 98.99% 98.99%
15/07/2024 0.39% 2.76 CHF 2.77 CHF 25,000 25,000 25,000 25,000 64,795 CHF 65,045 CHF 98.99% 98.99%
12/07/2024 0.40% 2.57 CHF 2.58 CHF 25,000 25,000 25,000 25,000 62,633 CHF 62,883 CHF 98.20% 98.20%

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