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 3.38% 0.58 CHF 0.59 CHF 69,000 69,000 28,147 28,147 15,063 CHF 15,474 CHF 98.37% 98.37%
12/07/2024 2.94% 0.53 CHF 0.54 CHF 70,000 70,000 31,599 31,599 16,347 CHF 16,759 CHF 100.00% 100.00%
11/07/2024 3.04% 0.52 CHF 0.53 CHF 70,000 70,000 31,561 31,480 15,964 CHF 16,333 CHF 100.00% 100.00%
10/07/2024 3.39% 0.46 CHF 0.47 CHF 70,000 70,000 31,852 31,852 14,301 CHF 14,716 CHF 100.00% 100.00%
09/07/2024 3.95% 0.39 CHF 0.40 CHF 72,000 72,000 32,189 32,241 12,135 CHF 12,574 CHF 100.00% 100.00%
08/07/2024 3.98% 0.44 CHF 0.45 CHF 71,000 71,000 32,059 31,690 13,088 CHF 13,361 CHF 100.00% 100.00%
05/07/2024 3.72% 0.35 CHF 0.36 CHF 72,000 72,000 32,136 32,136 12,542 CHF 12,960 CHF 99.62% 99.62%
04/07/2024 3.56% 0.43 CHF 0.44 CHF 29,000 29,000 23,156 23,156 9,850 CHF 10,177 CHF 99.60% 99.60%
03/07/2024 3.82% 0.41 CHF 0.42 CHF 71,000 68,770 32,037 31,965 12,903 CHF 13,290 CHF 100.00% 100.00%
02/07/2024 4.29% 0.35 CHF 0.36 CHF 72,000 72,000 32,274 32,274 11,457 CHF 11,876 CHF 100.00% 100.00%

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