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 1.69% 0.57 CHF 0.58 CHF 80,000 80,000 80,000 80,000 47,027 CHF 47,827 CHF 100.00% 100.00%
12/07/2024 1.79% 0.57 CHF 0.58 CHF 80,000 80,000 79,979 79,979 44,313 CHF 45,113 CHF 100.00% 100.00%
11/07/2024 1.63% 0.61 CHF 0.62 CHF 80,000 80,000 80,000 80,000 48,766 CHF 49,566 CHF 100.00% 100.00%
10/07/2024 1.69% 0.60 CHF 0.61 CHF 90,000 90,000 90,000 90,000 52,836 CHF 53,736 CHF 100.00% 100.00%
09/07/2024 1.68% 0.56 CHF 0.57 CHF 90,000 90,000 89,699 89,699 53,473 CHF 54,373 CHF 99.73% 99.73%
08/07/2024 1.70% 0.56 CHF 0.57 CHF 80,000 80,000 79,865 79,865 46,847 CHF 47,647 CHF 99.26% 99.26%
05/07/2024 1.44% 0.67 CHF 0.68 CHF 80,000 80,000 80,000 80,000 55,050 CHF 55,850 CHF 100.00% 100.00%
04/07/2024 1.32% 0.75 CHF 0.76 CHF 70,000 70,000 70,000 70,000 52,677 CHF 53,377 CHF 99.61% 99.61%
03/07/2024 1.34% 0.75 CHF 0.76 CHF 80,000 80,000 80,000 80,000 59,512 CHF 60,312 CHF 100.00% 100.00%
02/07/2024 1.45% 0.68 CHF 0.69 CHF 80,000 80,000 80,000 80,000 54,894 CHF 55,694 CHF 99.99% 99.99%

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