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 1.19% 0.82 CHF 0.83 CHF 75,000 75,000 75,000 75,000 62,787 CHF 63,537 CHF 99.39% 99.39%
12/07/2024 1.28% 0.81 CHF 0.82 CHF 75,000 75,000 75,000 75,000 58,193 CHF 58,943 CHF 99.06% 99.06%
11/07/2024 1.43% 0.73 CHF 0.74 CHF 75,000 75,000 75,000 75,000 52,110 CHF 52,860 CHF 98.49% 98.49%
10/07/2024 1.54% 0.67 CHF 0.68 CHF 100,000 100,000 99,728 99,728 64,396 CHF 65,393 CHF 95.48% 95.48%
09/07/2024 1.58% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 62,833 CHF 63,833 CHF 99.06% 99.06%
08/07/2024 1.49% 0.64 CHF 0.65 CHF 100,000 100,000 85,483 85,483 56,921 CHF 57,776 CHF 99.23% 99.23%
05/07/2024 1.46% 0.66 CHF 0.67 CHF 100,000 100,000 81,026 81,026 54,937 CHF 55,747 CHF 99.39% 99.39%
04/07/2024 1.57% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 63,036 CHF 64,036 CHF 99.38% 99.38%
03/07/2024 1.55% 0.64 CHF 0.65 CHF 100,000 100,000 97,360 97,360 62,145 CHF 63,119 CHF 98.63% 98.63%
02/07/2024 1.70% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,518 CHF 59,518 CHF 99.06% 99.06%

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