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 1.58% 0.70 CHF 0.72 CHF 74,378 50,000 71,431 50,000 51,702 CHF 36,785 CHF 98.73% 98.73%
12/07/2024 1.45% 0.73 CHF 0.74 CHF 70,000 50,000 74,446 50,000 52,085 CHF 35,501 CHF 78.19% 78.19%
11/07/2024 1.44% 0.69 CHF 0.70 CHF 74,799 50,000 74,794 50,000 52,282 CHF 35,460 CHF 97.79% 97.79%
10/07/2024 1.59% 0.70 CHF 0.71 CHF 74,716 50,000 73,108 50,000 52,102 CHF 36,222 CHF 94.12% 94.12%
09/07/2024 1.61% 0.72 CHF 0.73 CHF 73,894 50,000 70,000 50,000 52,171 CHF 37,869 CHF 90.26% 90.26%
08/07/2024 1.43% 0.70 CHF 0.71 CHF 75,515 50,000 75,016 50,000 52,327 CHF 35,383 CHF 100.00% 100.00%
05/07/2024 1.89% 0.72 CHF 0.73 CHF 73,952 50,000 65,440 45,286 45,442 CHF 31,988 CHF 44.54% 44.54%
04/07/2024 1.62% 0.63 CHF 0.64 CHF 80,573 50,000 81,487 50,000 50,157 CHF 31,284 CHF 90.84% 90.84%
03/07/2024 1.96% 0.63 CHF 0.64 CHF 80,441 50,000 79,344 50,000 50,923 CHF 32,731 CHF 75.10% 75.10%
02/07/2024 2.21% 0.64 CHF 0.65 CHF 80,000 50,000 81,633 50,000 50,093 CHF 31,368 CHF 63.13% 63.13%

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