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 1.76% 0.56 CHF 0.57 CHF 50,000 50,000 50,000 50,000 28,213 CHF 28,713 CHF 100.00% 100.00%
12/07/2024 1.77% 0.58 CHF 0.59 CHF 50,000 50,000 50,000 50,000 27,934 CHF 28,434 CHF 98.45% 98.45%
11/07/2024 1.82% 0.56 CHF 0.57 CHF 50,000 50,000 50,000 50,000 27,227 CHF 27,727 CHF 94.98% 94.98%
10/07/2024 1.88% 0.53 CHF 0.54 CHF 50,000 50,000 50,000 50,000 26,370 CHF 26,870 CHF 99.80% 99.80%
09/07/2024 1.85% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 26,764 CHF 27,264 CHF 100.00% 100.00%
08/07/2024 1.84% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 26,876 CHF 27,376 CHF 98.99% 98.99%
05/07/2024 1.76% 0.55 CHF 0.56 CHF 50,000 50,000 50,000 50,000 28,226 CHF 28,726 CHF 100.00% 100.00%
04/07/2024 1.78% 0.55 CHF 0.56 CHF 50,000 50,000 50,000 50,000 27,806 CHF 28,306 CHF 98.17% 98.17%
03/07/2024 1.84% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 26,875 CHF 27,375 CHF 100.00% 100.00%
02/07/2024 1.97% 0.51 CHF 0.52 CHF 50,000 50,000 50,000 50,000 25,130 CHF 25,630 CHF 100.00% 100.00%

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