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 1.08% 0.92 CHF 0.93 CHF 60,000 20,000 60,000 20,000 55,303 CHF 18,634 CHF 93.15% 93.15%
12/07/2024 1.16% 0.84 CHF 0.85 CHF 60,000 20,000 60,032 20,000 51,335 CHF 17,303 CHF 99.01% 99.01%
11/07/2024 1.13% 0.88 CHF 0.89 CHF 60,000 20,000 60,000 20,000 52,963 CHF 17,855 CHF 99.08% 99.08%
10/07/2024 1.10% 0.91 CHF 0.92 CHF 60,000 20,000 60,000 20,000 54,497 CHF 18,366 CHF 100.00% 100.00%
09/07/2024 1.14% 0.85 CHF 0.86 CHF 60,000 20,000 60,000 20,000 52,175 CHF 17,592 CHF 100.00% 100.00%
08/07/2024 1.13% 0.88 CHF 0.89 CHF 60,000 20,000 60,000 20,000 52,639 CHF 17,746 CHF 98.29% 98.29%
05/07/2024 1.11% 0.88 CHF 0.89 CHF 60,000 20,000 60,000 20,000 53,852 CHF 18,151 CHF 93.65% 93.65%
04/07/2024 1.11% 0.90 CHF 0.91 CHF 60,000 20,000 60,000 20,000 53,633 CHF 18,078 CHF 100.00% 100.00%
03/07/2024 1.18% 0.87 CHF 0.88 CHF 60,000 25,000 63,121 25,000 53,331 CHF 21,401 CHF 99.73% 99.73%
02/07/2024 1.33% 0.76 CHF 0.77 CHF 70,000 25,000 70,056 25,000 52,361 CHF 18,936 CHF 100.00% 100.00%

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