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 2.09% 1.11 CHF 1.14 CHF 25,000 25,000 25,000 25,000 28,469 CHF 29,072 CHF 99.72% 99.72%
12/07/2024 2.23% 1.17 CHF 1.20 CHF 25,000 25,000 25,000 25,000 29,039 CHF 29,692 CHF 99.01% 99.01%
11/07/2024 2.35% 1.16 CHF 1.19 CHF 25,000 25,000 25,000 25,000 28,365 CHF 29,038 CHF 99.09% 99.09%
10/07/2024 2.13% 1.16 CHF 1.19 CHF 25,000 25,000 25,000 25,000 28,788 CHF 29,406 CHF 100.00% 100.00%
09/07/2024 2.05% 1.15 CHF 1.18 CHF 25,000 25,000 25,000 25,000 28,425 CHF 29,013 CHF 100.00% 100.00%
08/07/2024 2.24% 1.14 CHF 1.16 CHF 25,000 25,000 25,000 25,000 27,301 CHF 27,919 CHF 100.00% 100.00%
05/07/2024 2.46% 1.07 CHF 1.10 CHF 25,000 25,000 25,000 25,000 26,033 CHF 26,682 CHF 95.71% 95.71%
04/07/2024 2.49% 1.04 CHF 1.06 CHF 25,000 25,000 25,000 25,000 24,563 CHF 25,179 CHF 98.19% 98.19%
03/07/2024 1.87% 0.70 CHF 0.72 CHF 80,000 50,000 78,841 50,000 55,717 CHF 36,011 CHF 100.00% 100.00%
02/07/2024 1.97% 0.70 CHF 0.71 CHF 80,000 50,000 80,706 50,000 52,868 CHF 33,421 CHF 100.00% 100.00%

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