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 0.98% 1.01 CHF 1.02 CHF 50,000 20,000 50,274 20,000 50,857 CHF 20,434 CHF 93.13% 93.13%
12/07/2024 1.06% 0.93 CHF 0.94 CHF 60,000 20,000 60,000 20,000 56,543 CHF 19,048 CHF 99.01% 99.01%
11/07/2024 1.02% 0.97 CHF 0.98 CHF 60,000 20,000 59,457 20,000 57,821 CHF 19,655 CHF 99.08% 99.08%
10/07/2024 1.00% 1.00 CHF 1.01 CHF 50,000 20,000 52,453 20,000 52,335 CHF 20,166 CHF 100.00% 100.00%
09/07/2024 1.04% 0.94 CHF 0.95 CHF 60,000 20,000 60,000 20,000 57,575 CHF 19,392 CHF 100.00% 100.00%
08/07/2024 1.03% 0.97 CHF 0.98 CHF 60,000 20,000 60,000 20,000 57,919 CHF 19,506 CHF 98.29% 98.29%
05/07/2024 1.01% 0.97 CHF 0.98 CHF 60,000 20,000 56,746 20,000 55,991 CHF 19,951 CHF 93.65% 93.65%
04/07/2024 1.01% 0.99 CHF 1.00 CHF 60,000 20,000 60,000 20,000 58,922 CHF 19,841 CHF 100.00% 100.00%
03/07/2024 1.06% 0.96 CHF 0.97 CHF 60,000 25,000 60,000 25,000 56,142 CHF 23,642 CHF 99.73% 99.73%
02/07/2024 1.19% 0.85 CHF 0.86 CHF 60,000 25,000 64,048 25,000 53,458 CHF 21,145 CHF 99.30% 99.30%

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