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 2.70% 0.36 CHF 0.37 CHF 83,953 50,000 83,461 50,000 32,877 CHF 20,238 CHF 98.61% 98.61%
12/07/2024 4.10% 0.34 CHF 0.36 CHF 84,269 50,000 84,267 50,000 29,354 CHF 18,147 CHF 99.38% 99.38%
11/07/2024 3.11% 0.36 CHF 0.38 CHF 83,924 50,000 83,514 50,000 33,889 CHF 20,939 CHF 99.00% 99.00%
10/07/2024 2.83% 0.50 CHF 0.51 CHF 82,391 50,000 82,126 50,000 41,444 CHF 25,960 CHF 100.00% 100.00%
09/07/2024 2.73% 0.51 CHF 0.53 CHF 82,010 50,000 81,752 50,000 43,295 CHF 27,212 CHF 100.00% 100.00%
08/07/2024 2.01% 0.51 CHF 0.52 CHF 81,983 50,000 81,638 50,000 43,083 CHF 26,924 CHF 100.00% 100.00%
05/07/2024 3.30% 0.49 CHF 0.50 CHF 82,460 50,000 82,449 50,000 40,262 CHF 25,236 CHF 99.62% 99.62%
04/07/2024 2.57% 0.51 CHF 0.52 CHF 82,343 50,000 82,384 50,000 41,803 CHF 26,032 CHF 100.00% 100.00%
03/07/2024 3.24% 0.46 CHF 0.47 CHF 83,187 50,000 84,051 50,000 34,636 CHF 21,290 CHF 99.73% 99.73%
02/07/2024 4.77% 0.31 CHF 0.32 CHF 85,843 50,000 86,466 50,000 23,318 CHF 14,145 CHF 100.00% 100.00%

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