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 1.11% 0.88 CHF 0.89 CHF 60,000 25,000 60,000 25,000 53,859 CHF 22,691 CHF 97.10% 97.10%
12/07/2024 1.11% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 53,949 CHF 22,729 CHF 99.01% 99.01%
11/07/2024 1.07% 0.94 CHF 0.95 CHF 60,000 25,000 60,000 25,000 55,955 CHF 23,564 CHF 99.09% 99.09%
10/07/2024 1.09% 0.91 CHF 0.92 CHF 60,000 25,000 60,000 25,000 54,804 CHF 23,085 CHF 100.00% 100.00%
09/07/2024 1.07% 0.92 CHF 0.93 CHF 60,000 25,000 60,000 25,000 55,741 CHF 23,475 CHF 100.00% 100.00%
08/07/2024 1.03% 0.94 CHF 0.95 CHF 60,000 25,000 60,000 25,000 57,987 CHF 24,411 CHF 100.00% 100.00%
05/07/2024 1.01% 0.99 CHF 1.00 CHF 60,000 25,000 59,864 25,000 58,827 CHF 24,818 CHF 61.81% 61.81%
04/07/2024 1.89% 0.93 CHF 0.94 CHF 60,000 25,000 16,033 13,430 14,885 CHF 12,693 CHF 100.00% 100.00%
03/07/2024 1.80% 0.95 CHF 0.97 CHF 12,500 12,500 12,500 12,500 11,931 CHF 12,147 CHF 99.73% 99.73%
02/07/2024 1.80% 0.92 CHF 0.94 CHF 12,500 12,500 12,500 12,500 11,335 CHF 11,541 CHF 100.00% 100.00%

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