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 1.16% 0.84 CHF 0.85 CHF 60,000 50,000 60,795 30,733 51,890 CHF 26,623 CHF 55.82% 55.82%
12/07/2024 1.31% 0.78 CHF 0.79 CHF 70,000 50,000 70,000 38,669 53,304 CHF 30,173 CHF 33.82% 33.82%
11/07/2024 5.08% 0.73 CHF 0.74 CHF 70,000 50,000 34,637 27,979 26,052 CHF 21,893 CHF 66.41% 66.41%
10/07/2024 7.23% 0.75 CHF 0.80 CHF 50,000 50,000 25,909 25,909 18,901 CHF 20,292 CHF 90.27% 90.27%
09/07/2024 7.78% 0.67 CHF 0.72 CHF 50,000 50,000 25,350 25,350 16,849 CHF 18,191 CHF 99.68% 99.68%
08/07/2024 7.98% 0.65 CHF 0.70 CHF 50,000 50,000 26,497 26,497 17,061 CHF 18,452 CHF 82.11% 82.11%
05/07/2024 3.04% 0.62 CHF 0.67 CHF 50,000 50,000 81,629 25,463 48,617 CHF 15,945 CHF 98.36% 98.36%
04/07/2024 8.51% 0.59 CHF 0.64 CHF 50,000 50,000 29,876 27,628 17,257 CHF 17,399 CHF 81.13% 81.13%
03/07/2024 8.31% 0.53 CHF 0.58 CHF 50,000 50,000 26,693 26,693 16,510 CHF 17,931 CHF 84.87% 84.87%
02/07/2024 8.70% 0.58 CHF 0.64 CHF 50,000 50,000 27,899 27,894 15,913 CHF 17,381 CHF 67.46% 67.46%

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