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 2.18% 0.86 CHF 0.87 CHF 150,000 150,000 67,325 67,325 56,415 CHF 57,450 CHF 99.15% 99.15%
12/07/2024 2.21% 0.80 CHF 0.81 CHF 150,000 150,000 66,874 66,874 54,389 CHF 55,422 CHF 98.51% 98.51%
11/07/2024 2.11% 0.82 CHF 0.83 CHF 150,000 150,000 67,025 67,025 56,502 CHF 57,534 CHF 97.47% 97.47%
10/07/2024 2.12% 0.88 CHF 0.89 CHF 150,000 150,000 65,932 65,932 56,719 CHF 57,747 CHF 97.01% 97.01%
09/07/2024 2.20% 0.81 CHF 0.82 CHF 150,000 150,000 67,710 67,710 55,119 CHF 56,159 CHF 93.60% 93.60%
08/07/2024 2.46% 0.82 CHF 0.83 CHF 160,000 160,000 66,178 66,178 49,934 CHF 50,962 CHF 98.06% 98.06%
05/07/2024 2.44% 0.74 CHF 0.75 CHF 150,000 150,000 66,883 66,883 49,333 CHF 50,365 CHF 94.99% 94.99%
04/07/2024 2.67% 0.73 CHF 0.75 CHF 60,000 60,000 49,275 49,275 36,443 CHF 37,428 CHF 98.77% 98.77%
03/07/2024 2.49% 0.75 CHF 0.76 CHF 150,000 150,000 66,621 66,621 48,739 CHF 49,769 CHF 96.98% 96.98%
02/07/2024 2.54% 0.72 CHF 0.73 CHF 160,000 160,000 71,089 71,089 51,064 CHF 52,163 CHF 98.01% 98.01%

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