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 1.20% 1.01 CHF 1.02 CHF 50,000 50,000 56,955 50,000 56,100 CHF 49,895 CHF 98.73% 98.73%
12/07/2024 1.22% 1.01 CHF 1.02 CHF 50,000 50,000 50,000 50,000 51,412 CHF 52,044 CHF 99.38% 99.38%
11/07/2024 1.34% 0.94 CHF 0.96 CHF 60,000 50,000 60,000 50,000 56,843 CHF 48,007 CHF 99.16% 99.16%
10/07/2024 1.34% 0.96 CHF 0.98 CHF 60,000 50,000 59,193 50,000 58,112 CHF 49,763 CHF 100.00% 100.00%
09/07/2024 1.29% 1.03 CHF 1.04 CHF 50,000 50,000 58,112 50,000 56,569 CHF 49,370 CHF 100.00% 100.00%
08/07/2024 1.24% 1.03 CHF 1.05 CHF 50,000 50,000 56,538 50,000 55,998 CHF 50,203 CHF 99.79% 99.79%
05/07/2024 1.42% 0.88 CHF 0.89 CHF 60,000 50,000 60,809 50,000 52,256 CHF 43,601 CHF 99.62% 99.62%
04/07/2024 1.81% 0.78 CHF 0.79 CHF 70,000 50,000 70,000 50,000 54,661 CHF 39,756 CHF 100.00% 100.00%
03/07/2024 1.50% 0.78 CHF 0.79 CHF 70,000 50,000 67,766 50,000 53,752 CHF 40,336 CHF 99.72% 99.72%
02/07/2024 1.42% 0.87 CHF 0.89 CHF 60,000 50,000 60,000 50,000 52,636 CHF 44,491 CHF 100.00% 100.00%

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