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 3.46% 0.61 CHF 0.62 CHF 90,000 75,000 98,695 36,031 52,818 CHF 20,675 CHF 91.10% 91.10%
12/07/2024 2.48% 0.63 CHF 0.64 CHF 80,000 75,000 73,917 37,069 52,848 CHF 26,188 CHF 81.23% 81.23%
11/07/2024 2.61% 0.71 CHF 0.72 CHF 80,000 75,000 79,501 36,185 55,121 CHF 26,177 CHF 87.33% 87.33%
10/07/2024 2.57% 0.71 CHF 0.72 CHF 80,000 75,000 74,980 38,199 53,987 CHF 28,684 CHF 76.66% 76.66%
09/07/2024 2.83% 0.64 CHF 0.65 CHF 80,000 75,000 81,899 35,533 51,778 CHF 22,702 CHF 95.78% 95.78%
08/07/2024 2.19% 0.65 CHF 0.66 CHF 80,000 75,000 64,313 34,862 53,387 CHF 28,192 CHF 93.28% 93.28%
05/07/2024 2.04% 0.97 CHF 0.98 CHF 75,000 75,000 63,269 35,367 57,528 CHF 32,809 CHF 98.13% 98.13%
04/07/2024 2.02% 0.92 CHF 0.93 CHF 75,000 75,000 62,940 34,324 58,043 CHF 32,203 CHF 83.27% 83.27%
03/07/2024 1.95% 0.94 CHF 0.95 CHF 75,000 75,000 63,254 35,314 60,496 CHF 34,571 CHF 96.56% 96.56%
02/07/2024 1.69% 0.93 CHF 0.94 CHF 75,000 75,000 55,620 35,684 59,381 CHF 37,929 CHF 94.53% 94.53%

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