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 3.23% 0.91 CHF 0.94 CHF 60,000 25,000 60,000 25,000 54,864 CHF 23,610 CHF 94.83% 94.83%
12/07/2024 2.99% 0.92 CHF 0.94 CHF 60,000 25,000 60,000 25,000 54,761 CHF 23,509 CHF 99.01% 99.01%
11/07/2024 3.11% 0.91 CHF 0.93 CHF 60,000 25,000 60,000 25,000 52,569 CHF 22,595 CHF 99.08% 99.08%
10/07/2024 3.15% 0.86 CHF 0.89 CHF 60,000 25,000 60,000 25,000 51,580 CHF 22,178 CHF 100.00% 100.00%
09/07/2024 3.43% 0.86 CHF 0.89 CHF 60,000 25,000 60,000 25,000 51,284 CHF 22,113 CHF 100.00% 100.00%
08/07/2024 3.35% 0.85 CHF 0.88 CHF 60,000 25,000 60,000 25,000 51,141 CHF 22,034 CHF 100.00% 100.00%
05/07/2024 3.43% 0.84 CHF 0.87 CHF 60,000 25,000 61,527 25,000 51,871 CHF 21,820 CHF 98.87% 98.87%
04/07/2024 2.93% 0.85 CHF 0.87 CHF 60,000 25,000 62,357 25,000 52,270 CHF 21,599 CHF 100.00% 100.00%
03/07/2024 2.93% 0.81 CHF 0.84 CHF 70,000 25,000 69,628 25,000 56,977 CHF 21,069 CHF 99.73% 99.73%
02/07/2024 3.03% 0.80 CHF 0.83 CHF 70,000 25,000 70,000 25,000 56,943 CHF 20,961 CHF 100.00% 100.00%

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