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 1.12% 0.87 CHF 0.88 CHF 60,000 25,000 60,000 25,000 53,360 CHF 22,483 CHF 97.10% 97.10%
12/07/2024 1.12% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 53,464 CHF 22,527 CHF 99.01% 99.01%
11/07/2024 1.08% 0.93 CHF 0.94 CHF 60,000 25,000 60,000 25,000 55,392 CHF 23,330 CHF 99.09% 99.09%
10/07/2024 1.10% 0.90 CHF 0.91 CHF 60,000 25,000 60,000 25,000 54,251 CHF 22,855 CHF 100.00% 100.00%
09/07/2024 1.08% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 55,163 CHF 23,235 CHF 100.00% 100.00%
08/07/2024 1.04% 0.94 CHF 0.95 CHF 60,000 25,000 60,000 25,000 57,434 CHF 24,181 CHF 100.00% 100.00%
05/07/2024 1.02% 0.98 CHF 0.99 CHF 60,000 25,000 60,000 25,000 58,402 CHF 24,584 CHF 61.81% 61.81%
04/07/2024 1.84% 0.93 CHF 0.94 CHF 60,000 25,000 16,033 13,430 14,743 CHF 12,569 CHF 100.00% 100.00%
03/07/2024 1.88% 0.94 CHF 0.96 CHF 12,500 12,500 12,500 12,500 11,826 CHF 12,050 CHF 99.73% 99.73%
02/07/2024 1.94% 0.91 CHF 0.93 CHF 12,500 12,500 12,500 12,500 11,215 CHF 11,435 CHF 100.00% 100.00%

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