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 1.47% 0.65 CHF 0.66 CHF 80,000 50,000 79,946 50,000 54,074 CHF 34,320 CHF 99.72% 99.72%
12/07/2024 1.39% 0.72 CHF 0.73 CHF 70,000 50,000 75,781 50,000 54,016 CHF 36,162 CHF 99.01% 99.01%
11/07/2024 1.65% 0.72 CHF 0.73 CHF 70,000 50,000 70,152 50,000 51,701 CHF 37,466 CHF 99.09% 99.09%
10/07/2024 1.40% 0.71 CHF 0.72 CHF 80,000 50,000 78,461 50,000 55,476 CHF 35,868 CHF 100.00% 100.00%
09/07/2024 1.54% 0.68 CHF 0.69 CHF 80,000 50,000 70,478 50,000 52,178 CHF 37,603 CHF 100.00% 100.00%
08/07/2024 1.46% 0.77 CHF 0.78 CHF 70,000 50,000 70,188 50,000 53,960 CHF 39,012 CHF 100.00% 100.00%
05/07/2024 1.46% 0.71 CHF 0.72 CHF 80,000 50,000 80,165 50,000 54,380 CHF 34,448 CHF 98.86% 98.86%
04/07/2024 1.96% 0.61 CHF 0.62 CHF 90,000 50,000 82,947 50,000 52,449 CHF 32,271 CHF 100.00% 100.00%
03/07/2024 1.60% 0.62 CHF 0.63 CHF 90,000 50,000 85,270 50,000 52,823 CHF 31,502 CHF 99.82% 99.82%
02/07/2024 1.99% 0.63 CHF 0.64 CHF 80,000 50,000 89,373 50,000 53,574 CHF 30,586 CHF 100.00% 100.00%

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