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 4.01% 0.61 CHF 0.62 CHF 120,000 120,000 54,041 54,041 32,239 CHF 33,215 CHF 99.99% 99.99%
12/07/2024 2.82% 0.60 CHF 0.61 CHF 120,000 120,000 54,679 54,679 34,355 CHF 35,185 CHF 100.00% 100.00%
11/07/2024 2.62% 0.67 CHF 0.68 CHF 122,000 122,000 55,189 55,189 37,173 CHF 38,009 CHF 99.83% 99.83%
10/07/2024 2.69% 0.68 CHF 0.69 CHF 122,000 122,000 54,892 54,892 36,551 CHF 37,384 CHF 100.00% 100.00%
09/07/2024 3.90% 0.63 CHF 0.64 CHF 120,000 120,000 53,755 53,755 32,198 CHF 33,171 CHF 99.77% 99.77%
08/07/2024 4.43% 0.55 CHF 0.56 CHF 118,000 118,000 53,240 53,240 28,039 CHF 29,007 CHF 100.00% 100.00%
05/07/2024 4.50% 0.54 CHF 0.55 CHF 118,000 118,000 52,342 52,342 27,371 CHF 28,318 CHF 99.81% 99.81%
04/07/2024 4.88% 0.51 CHF 0.53 CHF 47,000 47,000 37,434 37,434 18,973 CHF 19,876 CHF 99.98% 99.98%
03/07/2024 4.68% 0.52 CHF 0.53 CHF 116,000 116,000 52,038 52,038 25,639 CHF 26,582 CHF 99.98% 99.98%
02/07/2024 4.75% 0.50 CHF 0.51 CHF 116,000 116,000 51,750 51,750 25,244 CHF 26,182 CHF 100.00% 100.00%

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