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 0.44% 0.46 CHF 0.46 CHF 25,000 25,000 25,000 25,000 11,430 CHF 11,480 CHF 99.93% 99.93%
12/07/2024 0.42% 0.46 CHF 0.46 CHF 25,000 25,000 25,000 25,000 11,828 CHF 11,878 CHF 99.99% 99.99%
11/07/2024 0.42% 0.48 CHF 0.49 CHF 25,000 25,000 25,000 25,000 11,898 CHF 11,948 CHF 35.04% 35.04%
10/07/2024 0.43% 0.47 CHF 0.47 CHF 25,000 25,000 25,000 25,000 11,596 CHF 11,646 CHF 100.00% 100.00%
09/07/2024 0.43% 0.47 CHF 0.47 CHF 25,000 25,000 25,000 25,000 11,574 CHF 11,624 CHF 100.00% 100.00%
08/07/2024 0.42% 0.48 CHF 0.48 CHF 25,000 25,000 25,000 25,000 11,975 CHF 12,025 CHF 100.00% 100.00%
05/07/2024 0.35% 0.52 CHF 0.53 CHF 25,000 25,000 25,000 25,000 14,119 CHF 14,169 CHF 82.50% 82.50%
04/07/2024 0.34% 0.62 CHF 0.62 CHF 25,000 25,000 25,000 25,000 14,621 CHF 14,671 CHF 99.16% 99.16%
03/07/2024 0.38% 0.51 CHF 0.52 CHF 25,000 25,000 25,000 25,000 13,179 CHF 13,229 CHF 100.00% 100.00%
02/07/2024 0.36% 0.54 CHF 0.54 CHF 25,000 25,000 25,000 25,000 14,078 CHF 14,128 CHF 99.97% 99.97%

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