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 1.40% 0.93 CHF 0.95 CHF 75,000 75,000 75,000 75,000 69,811 CHF 70,793 CHF 99.72% 99.72%
12/07/2024 1.44% 0.94 CHF 0.95 CHF 75,000 75,000 75,000 75,000 69,023 CHF 70,022 CHF 98.16% 98.16%
11/07/2024 1.37% 0.98 CHF 0.99 CHF 75,000 75,000 75,000 75,000 70,859 CHF 71,835 CHF 99.02% 99.02%
10/07/2024 1.60% 0.84 CHF 0.85 CHF 100,000 100,000 94,141 94,141 76,545 CHF 77,720 CHF 100.00% 100.00%
09/07/2024 1.63% 0.83 CHF 0.84 CHF 100,000 100,000 100,000 100,000 81,808 CHF 83,154 CHF 100.00% 100.00%
08/07/2024 1.47% 0.85 CHF 0.86 CHF 75,000 75,000 75,000 75,000 66,492 CHF 67,473 CHF 99.98% 99.98%
05/07/2024 1.36% 0.93 CHF 0.94 CHF 75,000 75,000 75,000 75,000 71,140 CHF 72,112 CHF 98.33% 98.33%
04/07/2024 1.48% 0.95 CHF 0.96 CHF 75,000 75,000 75,000 75,000 70,313 CHF 71,361 CHF 100.00% 100.00%
03/07/2024 1.46% 0.94 CHF 0.95 CHF 100,000 100,000 100,000 100,000 91,378 CHF 92,719 CHF 99.96% 99.96%
02/07/2024 1.68% 0.83 CHF 0.84 CHF 100,000 100,000 100,000 100,000 78,695 CHF 80,028 CHF 97.57% 97.57%

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