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 3.74% 0.43 CHF 0.44 CHF 80,248 75,000 80,143 75,000 34,712 CHF 33,722 CHF 99.70% 99.70%
12/07/2024 2.58% 0.44 CHF 0.45 CHF 80,053 75,000 80,232 75,000 35,083 CHF 33,652 CHF 99.01% 99.01%
11/07/2024 2.41% 0.44 CHF 0.45 CHF 80,134 75,000 81,082 75,000 33,268 CHF 31,528 CHF 99.08% 99.08%
10/07/2024 2.33% 0.42 CHF 0.43 CHF 80,948 75,000 80,808 75,000 34,360 CHF 32,642 CHF 100.00% 100.00%
09/07/2024 2.52% 0.44 CHF 0.45 CHF 80,355 75,000 79,453 75,000 38,203 CHF 36,994 CHF 100.00% 100.00%
08/07/2024 2.42% 0.48 CHF 0.49 CHF 79,488 75,000 79,540 75,000 37,338 CHF 36,069 CHF 100.00% 100.00%
05/07/2024 2.65% 0.46 CHF 0.47 CHF 79,905 75,000 79,591 75,000 37,934 CHF 36,715 CHF 96.57% 96.57%
04/07/2024 2.30% 0.43 CHF 0.44 CHF 80,932 75,000 80,969 75,000 34,788 CHF 32,977 CHF 100.00% 100.00%
03/07/2024 2.45% 0.40 CHF 0.41 CHF 81,810 75,000 81,795 75,000 33,071 CHF 31,080 CHF 100.00% 100.00%
02/07/2024 4.61% 0.22 CHF 0.23 CHF 86,578 75,000 86,922 75,000 18,457 CHF 16,678 CHF 100.00% 100.00%

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