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 1.89% 0.53 CHF 0.54 CHF 83,953 50,000 83,461 50,000 47,065 CHF 28,738 CHF 98.61% 98.61%
12/07/2024 2.47% 0.52 CHF 0.53 CHF 84,220 50,000 84,271 50,000 43,814 CHF 26,647 CHF 99.38% 99.38%
11/07/2024 2.54% 0.53 CHF 0.55 CHF 83,915 50,000 83,691 50,000 47,539 CHF 29,141 CHF 74.32% 74.32%
10/07/2024 2.12% 0.67 CHF 0.68 CHF 80,000 50,000 79,838 50,000 53,862 CHF 34,460 CHF 100.00% 100.00%
09/07/2024 1.58% 0.68 CHF 0.70 CHF 80,000 50,000 77,337 50,000 54,323 CHF 35,712 CHF 100.00% 100.00%
08/07/2024 1.52% 0.68 CHF 0.69 CHF 80,000 50,000 78,156 50,000 54,477 CHF 35,424 CHF 100.00% 100.00%
05/07/2024 2.06% 0.66 CHF 0.67 CHF 80,000 50,000 80,154 50,000 53,385 CHF 33,997 CHF 48.09% 48.09%
04/07/2024 1.93% 0.68 CHF 0.69 CHF 80,000 50,000 80,000 50,000 54,218 CHF 34,545 CHF 98.96% 98.96%
03/07/2024 2.31% 0.63 CHF 0.64 CHF 83,424 50,000 84,246 50,000 48,285 CHF 29,333 CHF 77.31% 77.31%
02/07/2024 3.37% 0.48 CHF 0.49 CHF 85,843 50,000 86,468 50,000 38,019 CHF 22,742 CHF 100.00% 100.00%

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