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 4.67% 0.80 CHF 0.81 CHF 70,000 70,000 25,178 25,178 21,097 CHF 21,535 CHF 97.59% 97.59%
12/07/2024 2.55% 0.97 CHF 0.98 CHF 70,000 70,000 32,066 32,066 29,677 CHF 30,277 CHF 99.93% 99.93%
11/07/2024 2.82% 0.89 CHF 0.90 CHF 70,000 70,000 32,353 32,353 27,425 CHF 28,032 CHF 99.19% 99.19%
10/07/2024 2.91% 0.79 CHF 0.80 CHF 70,000 70,000 32,783 32,783 25,998 CHF 26,612 CHF 99.70% 99.70%
09/07/2024 2.93% 0.80 CHF 0.81 CHF 70,000 70,000 32,751 32,751 25,871 CHF 26,484 CHF 99.62% 99.62%
08/07/2024 2.89% 0.79 CHF 0.80 CHF 70,000 70,000 32,759 32,759 26,081 CHF 26,694 CHF 99.73% 99.73%
05/07/2024 2.94% 0.79 CHF 0.80 CHF 70,000 70,000 32,881 32,881 25,881 CHF 26,496 CHF 99.34% 99.34%
04/07/2024 7.70% 0.79 CHF 0.81 CHF 30,000 30,000 10,351 10,351 8,113 CHF 8,447 CHF 98.79% 98.79%
03/07/2024 3.13% 0.78 CHF 0.79 CHF 70,000 70,000 31,558 31,558 23,621 CHF 24,192 CHF 98.32% 98.32%
02/07/2024 3.25% 0.71 CHF 0.72 CHF 70,000 70,000 32,757 32,757 23,177 CHF 23,791 CHF 100.00% 100.00%

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