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 1.43% 0.70 CHF 0.71 CHF 80,000 50,000 78,412 50,000 54,618 CHF 35,353 CHF 99.71% 99.71%
12/07/2024 1.45% 0.69 CHF 0.70 CHF 80,000 50,000 80,000 50,000 54,602 CHF 34,626 CHF 99.01% 99.01%
11/07/2024 1.54% 0.65 CHF 0.66 CHF 80,000 50,000 80,627 50,000 51,823 CHF 32,647 CHF 99.08% 99.08%
10/07/2024 1.53% 0.64 CHF 0.65 CHF 80,000 50,000 80,000 50,000 51,774 CHF 32,859 CHF 100.00% 100.00%
09/07/2024 1.51% 0.64 CHF 0.65 CHF 80,000 50,000 80,000 50,000 52,552 CHF 33,345 CHF 100.00% 100.00%
08/07/2024 1.58% 0.64 CHF 0.65 CHF 80,000 50,000 82,285 50,000 51,771 CHF 31,971 CHF 100.00% 100.00%
05/07/2024 1.62% 0.62 CHF 0.63 CHF 90,000 50,000 90,000 50,000 54,948 CHF 31,027 CHF 98.98% 98.98%
04/07/2024 1.60% 0.62 CHF 0.63 CHF 90,000 50,000 89,142 50,000 55,272 CHF 31,507 CHF 100.00% 100.00%
03/07/2024 1.60% 0.64 CHF 0.65 CHF 80,000 50,000 87,683 50,000 54,299 CHF 31,486 CHF 100.00% 100.00%
02/07/2024 1.55% 0.64 CHF 0.65 CHF 80,000 50,000 80,000 50,000 51,363 CHF 32,602 CHF 100.00% 100.00%

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