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 1.83% 0.94 CHF 0.95 CHF 75,000 75,000 58,740 35,995 58,229 CHF 35,857 CHF 91.14% 91.14%
12/07/2024 2.30% 0.91 CHF 0.92 CHF 75,000 75,000 71,267 37,063 58,268 CHF 31,992 CHF 81.26% 81.26%
11/07/2024 2.11% 0.84 CHF 0.85 CHF 75,000 75,000 63,463 36,230 53,525 CHF 30,741 CHF 87.52% 87.52%
10/07/2024 2.21% 0.84 CHF 0.85 CHF 75,000 75,000 68,274 38,187 55,836 CHF 31,539 CHF 76.71% 76.71%
09/07/2024 2.01% 0.91 CHF 0.92 CHF 75,000 75,000 63,254 35,477 57,679 CHF 33,279 CHF 95.72% 95.72%
08/07/2024 2.78% 0.89 CHF 0.90 CHF 75,000 75,000 79,001 34,846 54,554 CHF 26,456 CHF 93.39% 93.39%
05/07/2024 2.94% 0.57 CHF 0.58 CHF 90,000 75,000 82,206 35,353 51,671 CHF 22,802 CHF 98.24% 98.24%
04/07/2024 3.00% 0.63 CHF 0.64 CHF 80,000 75,000 88,283 34,243 54,769 CHF 21,885 CHF 84.00% 84.00%
03/07/2024 3.11% 0.61 CHF 0.62 CHF 90,000 75,000 90,878 35,482 53,600 CHF 21,281 CHF 97.10% 97.10%
02/07/2024 4.08% 0.62 CHF 0.63 CHF 90,000 75,000 113,586 35,661 52,343 CHF 18,400 CHF 94.57% 94.57%

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