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 0.57% 1.72 CHF 1.73 CHF 50,000 50,000 49,410 49,410 86,853 CHF 87,347 CHF 99.06% 99.06%
24/07/2024 0.47% 2.18 CHF 2.19 CHF 25,000 25,000 25,000 25,000 52,845 CHF 53,095 CHF 99.03% 99.03%
23/07/2024 0.49% 2.05 CHF 2.06 CHF 25,000 25,000 29,161 29,161 59,047 CHF 59,338 CHF 99.07% 99.07%
22/07/2024 0.50% 1.93 CHF 1.94 CHF 50,000 50,000 32,716 32,716 65,308 CHF 65,635 CHF 98.88% 98.88%
19/07/2024 0.48% 2.08 CHF 2.09 CHF 25,000 25,000 25,438 25,438 53,405 CHF 53,659 CHF 98.54% 98.54%
18/07/2024 0.40% 2.55 CHF 2.56 CHF 25,000 25,000 25,000 25,000 62,965 CHF 63,215 CHF 96.66% 96.66%
17/07/2024 0.39% 2.49 CHF 2.50 CHF 25,000 25,000 25,000 25,000 64,607 CHF 64,857 CHF 98.73% 98.73%
16/07/2024 0.43% 2.47 CHF 2.48 CHF 25,000 25,000 25,000 25,000 58,618 CHF 58,868 CHF 99.07% 99.07%
15/07/2024 0.47% 2.28 CHF 2.29 CHF 25,000 25,000 25,000 25,000 53,536 CHF 53,786 CHF 98.94% 98.94%
12/07/2024 0.48% 2.13 CHF 2.14 CHF 25,000 25,000 25,265 25,265 52,282 CHF 52,535 CHF 98.14% 98.14%

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