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 1.88% 0.66 CHF 0.67 CHF 80,000 20,000 80,000 20,000 52,937 CHF 13,486 CHF 93.14% 93.14%
12/07/2024 1.67% 0.58 CHF 0.59 CHF 90,000 20,000 90,000 20,000 53,566 CHF 12,104 CHF 99.01% 99.01%
11/07/2024 1.59% 0.62 CHF 0.63 CHF 90,000 20,000 86,297 20,000 53,868 CHF 12,693 CHF 99.08% 99.08%
10/07/2024 1.53% 0.65 CHF 0.66 CHF 80,000 20,000 80,201 20,000 51,988 CHF 13,166 CHF 100.00% 100.00%
09/07/2024 1.62% 0.59 CHF 0.60 CHF 90,000 20,000 88,597 20,000 54,192 CHF 12,441 CHF 100.00% 100.00%
08/07/2024 1.61% 0.62 CHF 0.63 CHF 90,000 20,000 87,773 20,000 54,150 CHF 12,546 CHF 98.29% 98.29%
05/07/2024 1.55% 0.62 CHF 0.63 CHF 90,000 20,000 81,596 20,000 52,086 CHF 12,976 CHF 93.65% 93.65%
04/07/2024 1.57% 0.64 CHF 0.65 CHF 80,000 20,000 80,134 20,000 50,794 CHF 12,878 CHF 100.00% 100.00%
03/07/2024 1.69% 0.61 CHF 0.62 CHF 90,000 25,000 90,779 25,000 53,249 CHF 14,923 CHF 99.73% 99.73%
02/07/2024 2.03% 0.51 CHF 0.52 CHF 100,000 25,000 104,558 25,000 50,987 CHF 12,459 CHF 100.00% 100.00%

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