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 2.29% 0.99 CHF 1.01 CHF 60,000 25,000 53,464 25,000 53,822 CHF 25,793 CHF 99.68% 99.68%
12/07/2024 2.36% 0.98 CHF 1.00 CHF 60,000 25,000 59,217 25,000 54,503 CHF 23,593 CHF 99.01% 99.01%
11/07/2024 2.59% 0.90 CHF 0.93 CHF 60,000 25,000 60,239 25,000 52,159 CHF 22,217 CHF 98.45% 98.45%
10/07/2024 2.66% 0.83 CHF 0.85 CHF 70,000 25,000 69,995 25,000 56,143 CHF 20,593 CHF 100.00% 100.00%
09/07/2024 2.84% 0.76 CHF 0.79 CHF 70,000 25,000 69,931 25,000 56,527 CHF 20,790 CHF 100.00% 100.00%
08/07/2024 2.64% 0.79 CHF 0.81 CHF 70,000 25,000 69,952 25,000 56,401 CHF 20,696 CHF 100.00% 100.00%
05/07/2024 2.83% 0.76 CHF 0.79 CHF 70,000 25,000 70,000 25,000 53,045 CHF 19,488 CHF 98.98% 98.98%
04/07/2024 3.03% 0.69 CHF 0.71 CHF 80,000 25,000 80,000 25,000 54,935 CHF 17,696 CHF 100.00% 100.00%
03/07/2024 3.20% 0.64 CHF 0.67 CHF 80,000 25,000 80,000 25,000 52,856 CHF 17,054 CHF 97.26% 97.26%
02/07/2024 3.73% 0.60 CHF 0.62 CHF 90,000 25,000 92,366 25,000 52,268 CHF 14,707 CHF 100.00% 100.00%

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