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 1.51% 0.64 CHF 0.65 CHF 80,000 25,000 80,000 25,000 52,757 CHF 16,736 CHF 99.72% 99.72%
12/07/2024 1.51% 0.68 CHF 0.69 CHF 80,000 25,000 80,000 25,000 52,666 CHF 16,708 CHF 99.01% 99.01%
11/07/2024 1.56% 0.66 CHF 0.67 CHF 80,000 25,000 82,763 25,000 52,506 CHF 16,125 CHF 99.09% 99.09%
10/07/2024 1.65% 0.62 CHF 0.63 CHF 90,000 25,000 90,000 25,000 54,217 CHF 15,310 CHF 100.00% 100.00%
09/07/2024 1.58% 0.59 CHF 0.60 CHF 90,000 25,000 83,802 25,000 52,604 CHF 15,973 CHF 100.00% 100.00%
08/07/2024 1.56% 0.63 CHF 0.64 CHF 80,000 25,000 80,134 25,000 51,124 CHF 16,200 CHF 100.00% 100.00%
05/07/2024 1.52% 0.65 CHF 0.66 CHF 80,000 25,000 80,000 25,000 52,333 CHF 16,604 CHF 98.98% 98.98%
04/07/2024 1.51% 0.64 CHF 0.65 CHF 80,000 25,000 80,000 25,000 52,554 CHF 16,673 CHF 100.00% 100.00%
03/07/2024 1.56% 0.65 CHF 0.66 CHF 80,000 25,000 80,436 25,000 51,073 CHF 16,126 CHF 100.00% 100.00%
02/07/2024 1.67% 0.60 CHF 0.61 CHF 90,000 25,000 90,000 25,000 53,481 CHF 15,106 CHF 100.00% 100.00%

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