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 5.79% 0.86 CHF 0.87 CHF 40,000 40,000 14,745 14,745 13,828 CHF 14,217 CHF 97.29% 97.29%
12/07/2024 4.07% 1.19 CHF 1.20 CHF 40,000 40,000 18,156 18,156 20,047 CHF 20,626 CHF 99.74% 99.74%
11/07/2024 4.09% 1.04 CHF 1.05 CHF 40,000 40,000 18,375 18,375 17,553 CHF 18,055 CHF 99.35% 99.35%
10/07/2024 4.22% 0.85 CHF 0.86 CHF 40,000 40,000 18,670 18,670 15,814 CHF 16,310 CHF 99.73% 99.73%
09/07/2024 4.23% 0.87 CHF 0.88 CHF 40,000 40,000 18,644 18,644 15,725 CHF 16,220 CHF 99.62% 99.62%
08/07/2024 4.13% 0.83 CHF 0.84 CHF 40,000 40,000 18,652 18,652 15,998 CHF 16,494 CHF 99.81% 99.81%
05/07/2024 4.29% 0.84 CHF 0.85 CHF 40,000 40,000 18,694 18,694 15,711 CHF 16,208 CHF 99.31% 99.31%
04/07/2024 8.97% 0.84 CHF 0.87 CHF 20,000 20,000 6,352 6,352 5,294 CHF 5,574 CHF 98.20% 98.20%
03/07/2024 4.83% 0.81 CHF 0.82 CHF 40,000 40,000 18,072 18,072 13,811 CHF 14,271 CHF 98.27% 98.27%
02/07/2024 5.17% 0.70 CHF 0.71 CHF 40,000 40,000 18,644 18,644 12,800 CHF 13,296 CHF 100.00% 100.00%

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