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 2.33% 0.72 CHF 0.73 CHF 75,000 75,000 71,617 36,025 55,947 CHF 28,179 CHF 91.16% 91.16%
12/07/2024 3.12% 0.70 CHF 0.71 CHF 80,000 75,000 87,677 37,063 52,336 CHF 24,018 CHF 81.26% 81.26%
11/07/2024 2.81% 0.62 CHF 0.63 CHF 90,000 75,000 82,233 36,257 51,818 CHF 23,014 CHF 87.56% 87.56%
10/07/2024 2.97% 0.62 CHF 0.63 CHF 90,000 75,000 88,026 38,192 53,107 CHF 23,330 CHF 76.69% 76.69%
09/07/2024 2.64% 0.69 CHF 0.70 CHF 80,000 75,000 79,277 35,459 54,991 CHF 25,629 CHF 95.64% 95.64%
08/07/2024 4.12% 0.67 CHF 0.68 CHF 80,000 75,000 112,824 34,853 52,243 CHF 18,902 CHF 93.35% 93.35%
05/07/2024 4.44% 0.36 CHF 0.37 CHF 140,000 75,000 126,279 35,358 52,061 CHF 15,161 CHF 98.20% 98.20%
04/07/2024 4.50% 0.41 CHF 0.42 CHF 130,000 75,000 129,968 34,243 52,287 CHF 14,390 CHF 84.00% 84.00%
03/07/2024 4.87% 0.39 CHF 0.40 CHF 130,000 75,000 139,330 35,488 51,640 CHF 13,529 CHF 97.06% 97.06%
02/07/2024 7.92% 0.40 CHF 0.41 CHF 130,000 75,000 214,274 35,639 50,668 CHF 10,550 CHF 94.48% 94.48%

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