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 1.68% 0.98 CHF 1.00 CHF 60,000 50,000 60,000 50,000 56,406 CHF 47,802 CHF 98.58% 98.58%
24/07/2024 1.51% 1.04 CHF 1.06 CHF 50,000 50,000 50,000 50,000 53,542 CHF 54,355 CHF 100.00% 100.00%
23/07/2024 1.44% 1.11 CHF 1.12 CHF 50,000 50,000 50,000 50,000 54,455 CHF 55,248 CHF 100.00% 100.00%
22/07/2024 1.50% 1.12 CHF 1.14 CHF 50,000 50,000 50,000 50,000 55,850 CHF 56,696 CHF 100.00% 100.00%
19/07/2024 1.64% 1.01 CHF 1.02 CHF 50,000 50,000 51,661 50,000 52,465 CHF 51,673 CHF 99.97% 99.97%
18/07/2024 1.82% 0.99 CHF 1.01 CHF 60,000 50,000 46,752 44,781 47,085 CHF 45,925 CHF 99.97% 99.97%
17/07/2024 2.52% 0.94 CHF 0.97 CHF 25,000 25,000 25,000 25,000 23,418 CHF 24,015 CHF 79.70% 79.70%
16/07/2024 3.20% 0.50 CHF 0.51 CHF 92,194 50,000 92,924 50,000 42,450 CHF 23,585 CHF 100.00% 100.00%
15/07/2024 2.90% 0.45 CHF 0.46 CHF 93,062 50,000 92,499 50,000 43,642 CHF 24,288 CHF 99.68% 99.68%
12/07/2024 3.36% 0.46 CHF 0.47 CHF 92,735 50,000 93,817 50,000 38,499 CHF 21,231 CHF 99.01% 99.01%

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