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 1.13% 0.92 CHF 0.93 CHF 60,000 50,000 60,000 50,000 56,420 CHF 47,550 CHF 99.71% 99.71%
12/07/2024 1.15% 0.92 CHF 0.94 CHF 60,000 50,000 60,000 50,000 53,734 CHF 45,295 CHF 99.01% 99.01%
11/07/2024 1.21% 0.87 CHF 0.88 CHF 60,000 50,000 63,107 50,000 51,908 CHF 41,675 CHF 95.63% 95.63%
10/07/2024 1.33% 0.80 CHF 0.81 CHF 64,730 50,000 64,809 50,000 50,898 CHF 39,797 CHF 100.00% 100.00%
09/07/2024 1.19% 0.78 CHF 0.79 CHF 64,870 50,000 61,781 50,000 52,843 CHF 43,369 CHF 100.00% 100.00%
08/07/2024 1.35% 0.85 CHF 0.86 CHF 60,000 50,000 60,040 50,000 51,646 CHF 43,597 CHF 64.51% 64.51%
05/07/2024 1.13% 0.89 CHF 0.90 CHF 60,000 50,000 60,329 50,000 53,057 CHF 44,489 CHF 91.24% 91.24%
04/07/2024 1.24% 0.81 CHF 0.82 CHF 64,511 50,000 64,752 50,000 51,923 CHF 40,595 CHF 92.03% 92.03%
03/07/2024 1.39% 0.74 CHF 0.75 CHF 65,821 50,000 66,315 50,000 47,395 CHF 36,238 CHF 99.82% 99.82%
02/07/2024 1.53% 0.70 CHF 0.71 CHF 66,660 50,000 67,497 50,000 43,803 CHF 32,956 CHF 100.00% 100.00%

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