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 1.85% 0.54 CHF 0.55 CHF 100,000 20,000 99,751 20,000 53,433 CHF 10,915 CHF 93.14% 93.14%
12/07/2024 1.63% 0.62 CHF 0.63 CHF 90,000 20,000 89,914 20,000 54,632 CHF 12,353 CHF 99.01% 99.01%
11/07/2024 1.71% 0.58 CHF 0.59 CHF 90,000 20,000 90,338 20,000 52,274 CHF 11,775 CHF 99.08% 99.08%
10/07/2024 1.79% 0.55 CHF 0.56 CHF 100,000 20,000 96,935 20,000 53,580 CHF 11,261 CHF 100.00% 100.00%
09/07/2024 1.68% 0.61 CHF 0.62 CHF 90,000 20,000 90,000 20,000 53,291 CHF 12,042 CHF 100.00% 100.00%
08/07/2024 1.69% 0.58 CHF 0.59 CHF 90,000 20,000 90,000 20,000 52,827 CHF 11,939 CHF 98.29% 98.29%
05/07/2024 1.74% 0.59 CHF 0.60 CHF 90,000 20,000 91,735 20,000 52,183 CHF 11,584 CHF 93.65% 93.65%
04/07/2024 1.73% 0.57 CHF 0.58 CHF 90,000 20,000 90,000 20,000 51,512 CHF 11,647 CHF 100.00% 100.00%
03/07/2024 1.61% 0.59 CHF 0.60 CHF 90,000 25,000 86,706 25,000 53,491 CHF 15,696 CHF 99.73% 99.73%
02/07/2024 1.38% 0.70 CHF 0.71 CHF 80,000 25,000 75,932 25,000 54,431 CHF 18,195 CHF 100.00% 100.00%

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