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 1.35% 0.71 CHF 0.72 CHF 80,000 25,000 70,569 25,000 52,053 CHF 18,696 CHF 97.09% 97.09%
12/07/2024 1.96% 0.82 CHF 0.84 CHF 12,500 12,500 12,500 12,500 10,105 CHF 10,304 CHF 93.60% 93.60%
11/07/2024 1.06% 0.94 CHF 0.95 CHF 60,000 25,000 60,000 25,000 56,526 CHF 23,802 CHF 89.95% 89.95%
10/07/2024 1.06% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 56,126 CHF 23,636 CHF 94.79% 94.79%
09/07/2024 1.03% 0.95 CHF 0.96 CHF 60,000 25,000 60,000 25,000 57,777 CHF 24,324 CHF 100.00% 100.00%
08/07/2024 1.08% 0.93 CHF 0.94 CHF 60,000 25,000 60,000 25,000 55,319 CHF 23,300 CHF 100.00% 100.00%
05/07/2024 1.12% 0.90 CHF 0.91 CHF 60,000 25,000 59,543 24,880 53,242 CHF 22,495 CHF 98.87% 98.87%
04/07/2024 1.17% 0.87 CHF 0.88 CHF 60,000 25,000 60,000 25,000 51,101 CHF 21,542 CHF 100.00% 100.00%
03/07/2024 1.20% 0.83 CHF 0.84 CHF 70,000 25,000 69,779 25,000 57,910 CHF 20,999 CHF 99.73% 99.73%
02/07/2024 1.21% 0.83 CHF 0.84 CHF 70,000 25,000 70,000 25,000 57,450 CHF 20,768 CHF 100.00% 100.00%

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