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 1.61% 0.60 CHF 0.61 CHF 90,000 50,000 87,464 50,000 53,896 CHF 31,330 CHF 98.52% 98.52%
12/07/2024 1.63% 0.60 CHF 0.61 CHF 90,000 50,000 89,784 50,000 54,687 CHF 30,957 CHF 99.38% 99.38%
11/07/2024 1.63% 0.60 CHF 0.61 CHF 90,000 50,000 90,000 50,000 54,759 CHF 30,922 CHF 99.15% 99.15%
10/07/2024 1.78% 0.58 CHF 0.59 CHF 90,000 50,000 97,266 50,000 54,011 CHF 28,286 CHF 100.00% 100.00%
09/07/2024 1.79% 0.53 CHF 0.54 CHF 100,000 50,000 96,487 50,000 53,286 CHF 28,128 CHF 100.00% 100.00%
08/07/2024 1.80% 0.54 CHF 0.55 CHF 100,000 50,000 98,324 50,000 54,147 CHF 28,043 CHF 100.00% 100.00%
05/07/2024 1.83% 0.53 CHF 0.54 CHF 100,000 50,000 100,000 50,000 54,203 CHF 27,601 CHF 99.62% 99.62%
04/07/2024 1.83% 0.55 CHF 0.56 CHF 100,000 50,000 100,000 50,000 54,235 CHF 27,617 CHF 100.00% 100.00%
03/07/2024 1.96% 0.52 CHF 0.53 CHF 100,000 50,000 101,464 50,000 51,376 CHF 25,830 CHF 99.73% 99.73%
02/07/2024 2.09% 0.50 CHF 0.51 CHF 100,000 50,000 108,562 50,000 51,520 CHF 24,247 CHF 100.00% 100.00%

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