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 3.28% 0.62 CHF 0.64 CHF 90,000 50,000 86,270 50,000 53,474 CHF 32,048 CHF 99.73% 99.73%
12/07/2024 3.20% 0.62 CHF 0.64 CHF 90,000 50,000 88,380 50,000 54,331 CHF 31,751 CHF 99.01% 99.01%
11/07/2024 3.13% 0.62 CHF 0.64 CHF 90,000 50,000 81,812 50,000 51,379 CHF 32,409 CHF 99.09% 99.09%
10/07/2024 3.11% 0.63 CHF 0.65 CHF 80,000 50,000 82,774 50,000 52,451 CHF 32,707 CHF 63.83% 63.83%
09/07/2024 3.20% 0.61 CHF 0.63 CHF 90,000 50,000 90,000 50,000 55,394 CHF 31,774 CHF 100.00% 100.00%
08/07/2024 3.13% 0.62 CHF 0.64 CHF 90,000 50,000 82,730 50,000 52,416 CHF 32,709 CHF 100.00% 100.00%
05/07/2024 3.84% 0.65 CHF 0.67 CHF 80,000 50,000 80,000 50,000 53,162 CHF 34,532 CHF 98.86% 98.86%
04/07/2024 3.46% 0.62 CHF 0.65 CHF 90,000 50,000 85,485 50,000 54,146 CHF 32,833 CHF 100.00% 100.00%
03/07/2024 3.34% 0.67 CHF 0.70 CHF 80,000 50,000 89,156 50,000 53,822 CHF 31,238 CHF 99.82% 99.82%
02/07/2024 3.49% 0.57 CHF 0.59 CHF 90,000 50,000 96,705 50,000 53,508 CHF 28,664 CHF 100.00% 100.00%

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