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
25/07/2024 1.82% 0.91 CHF 0.93 CHF 60,000 50,000 60,000 50,000 52,206 CHF 44,302 CHF 98.58% 98.58%
24/07/2024 1.67% 0.97 CHF 0.99 CHF 60,000 50,000 53,012 50,000 52,954 CHF 50,855 CHF 100.00% 100.00%
23/07/2024 1.54% 1.04 CHF 1.05 CHF 50,000 50,000 50,907 50,000 51,850 CHF 51,748 CHF 100.00% 100.00%
22/07/2024 1.60% 1.05 CHF 1.07 CHF 50,000 50,000 51,402 50,000 53,732 CHF 53,196 CHF 100.00% 100.00%
19/07/2024 1.64% 0.94 CHF 0.95 CHF 60,000 50,000 59,993 50,000 56,791 CHF 48,114 CHF 99.72% 99.72%
18/07/2024 1.95% 0.92 CHF 0.94 CHF 60,000 50,000 52,695 44,782 49,414 CHF 42,792 CHF 100.00% 100.00%
17/07/2024 2.72% 0.87 CHF 0.90 CHF 25,000 25,000 25,000 25,000 21,668 CHF 22,265 CHF 79.70% 79.70%
16/07/2024 3.44% 0.43 CHF 0.44 CHF 92,194 50,000 92,921 50,000 35,944 CHF 20,022 CHF 100.00% 100.00%
15/07/2024 3.74% 0.38 CHF 0.39 CHF 93,049 50,000 92,496 50,000 37,039 CHF 20,788 CHF 99.68% 99.68%
12/07/2024 4.06% 0.39 CHF 0.40 CHF 92,735 50,000 93,817 50,000 31,932 CHF 17,731 CHF 99.01% 99.01%

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