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 1.60% 0.64 CHF 0.65 CHF 50,000 50,000 50,000 50,000 31,110 CHF 31,610 CHF 100.00% 100.00%
12/07/2024 1.60% 0.60 CHF 0.61 CHF 50,000 50,000 50,000 50,000 31,118 CHF 31,618 CHF 98.47% 98.47%
11/07/2024 1.77% 0.62 CHF 0.63 CHF 50,000 50,000 50,000 50,000 28,109 CHF 28,609 CHF 98.83% 98.83%
10/07/2024 3.57% 0.24 CHF 0.25 CHF 50,000 50,000 50,000 50,000 13,779 CHF 14,279 CHF 99.80% 99.80%
09/07/2024 3.32% 0.28 CHF 0.29 CHF 50,000 50,000 50,000 50,000 14,827 CHF 15,327 CHF 100.00% 100.00%
08/07/2024 3.05% 0.35 CHF 0.36 CHF 50,000 50,000 50,000 50,000 16,154 CHF 16,654 CHF 98.99% 98.99%
05/07/2024 2.78% 0.36 CHF 0.37 CHF 50,000 50,000 50,000 50,000 17,726 CHF 18,226 CHF 100.00% 100.00%
04/07/2024 2.81% 0.36 CHF 0.37 CHF 50,000 50,000 50,000 50,000 17,555 CHF 18,055 CHF 98.17% 98.17%
03/07/2024 2.67% 0.35 CHF 0.36 CHF 50,000 50,000 50,000 50,000 18,510 CHF 19,010 CHF 100.00% 100.00%
02/07/2024 2.39% 0.38 CHF 0.39 CHF 50,000 50,000 50,000 50,000 20,735 CHF 21,235 CHF 100.00% 100.00%

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