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 1.84% 0.51 CHF 0.52 CHF 100,000 25,000 98,716 25,000 53,208 CHF 13,733 CHF 97.10% 97.10%
12/07/2024 2.66% 0.62 CHF 0.64 CHF 12,500 12,500 12,500 12,500 7,626 CHF 7,831 CHF 93.60% 93.60%
11/07/2024 1.33% 0.75 CHF 0.76 CHF 70,000 25,000 70,000 25,000 52,135 CHF 18,870 CHF 89.96% 89.96%
10/07/2024 1.35% 0.72 CHF 0.73 CHF 70,000 25,000 70,076 25,000 51,619 CHF 18,666 CHF 94.79% 94.79%
09/07/2024 1.30% 0.75 CHF 0.76 CHF 70,000 25,000 70,000 25,000 53,521 CHF 19,365 CHF 100.00% 100.00%
08/07/2024 1.37% 0.73 CHF 0.74 CHF 70,000 25,000 71,781 25,000 51,912 CHF 18,339 CHF 100.00% 100.00%
05/07/2024 1.44% 0.70 CHF 0.71 CHF 80,000 25,000 79,351 24,880 55,325 CHF 17,595 CHF 98.87% 98.87%
04/07/2024 1.52% 0.67 CHF 0.68 CHF 80,000 25,000 80,000 25,000 52,291 CHF 16,591 CHF 100.00% 100.00%
03/07/2024 1.57% 0.63 CHF 0.64 CHF 80,000 25,000 80,152 25,000 50,510 CHF 16,005 CHF 99.73% 99.73%
02/07/2024 1.59% 0.63 CHF 0.64 CHF 80,000 25,000 86,846 25,000 54,046 CHF 15,815 CHF 100.00% 100.00%

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