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 1.65% 0.63 CHF 0.64 CHF 90,000 90,000 44,733 44,733 27,737 CHF 28,187 CHF 100.00% 100.00%
12/07/2024 1.88% 0.58 CHF 0.59 CHF 100,000 100,000 46,863 46,863 25,902 CHF 26,372 CHF 100.00% 100.00%
11/07/2024 1.93% 0.55 CHF 0.56 CHF 100,000 100,000 46,862 46,862 24,970 CHF 25,440 CHF 100.00% 100.00%
10/07/2024 2.02% 0.50 CHF 0.51 CHF 100,000 100,000 46,911 46,911 23,515 CHF 23,986 CHF 99.90% 99.90%
09/07/2024 1.93% 0.50 CHF 0.51 CHF 100,000 100,000 46,782 46,782 24,592 CHF 25,063 CHF 100.00% 100.00%
08/07/2024 2.01% 0.52 CHF 0.53 CHF 100,000 100,000 46,819 46,819 24,146 CHF 24,616 CHF 100.00% 100.00%
05/07/2024 2.06% 0.49 CHF 0.50 CHF 100,000 100,000 46,905 46,905 23,038 CHF 23,509 CHF 99.90% 99.90%
04/07/2024 1.98% 0.50 CHF 0.51 CHF 40,000 40,000 34,683 34,683 17,351 CHF 17,698 CHF 100.00% 100.00%
03/07/2024 1.91% 0.52 CHF 0.53 CHF 100,000 100,000 46,865 46,865 24,806 CHF 25,277 CHF 100.00% 100.00%
02/07/2024 2.08% 0.52 CHF 0.53 CHF 100,000 100,000 46,863 46,863 23,200 CHF 23,671 CHF 100.00% 100.00%

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