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 2.20% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 22,472 CHF 22,972 CHF 100.00% 100.00%
12/07/2024 2.21% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 22,426 CHF 22,926 CHF 98.46% 98.46%
11/07/2024 1.94% 0.46 CHF 0.47 CHF 50,000 50,000 50,000 50,000 25,567 CHF 26,067 CHF 98.69% 98.69%
10/07/2024 1.25% 0.83 CHF 0.84 CHF 50,000 50,000 50,000 50,000 39,882 CHF 40,382 CHF 99.80% 99.80%
09/07/2024 1.28% 0.79 CHF 0.80 CHF 50,000 50,000 50,000 50,000 38,837 CHF 39,337 CHF 100.00% 100.00%
08/07/2024 1.33% 0.72 CHF 0.73 CHF 50,000 50,000 50,000 50,000 37,479 CHF 37,979 CHF 98.99% 98.99%
05/07/2024 1.38% 0.71 CHF 0.72 CHF 50,000 50,000 50,000 50,000 36,064 CHF 36,564 CHF 100.00% 100.00%
04/07/2024 1.37% 0.72 CHF 0.73 CHF 50,000 50,000 50,000 50,000 36,237 CHF 36,737 CHF 98.17% 98.17%
03/07/2024 1.41% 0.72 CHF 0.73 CHF 50,000 50,000 50,000 50,000 35,128 CHF 35,628 CHF 100.00% 100.00%
02/07/2024 1.50% 0.69 CHF 0.70 CHF 50,000 50,000 50,000 50,000 33,049 CHF 33,549 CHF 100.00% 100.00%

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