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 2.50% 0.69 CHF 0.71 CHF 80,000 50,000 80,231 50,000 52,121 CHF 33,309 CHF 87.76% 87.76%
24/07/2024 1.97% 0.75 CHF 0.77 CHF 70,000 50,000 70,000 50,000 54,619 CHF 39,787 CHF 100.00% 100.00%
23/07/2024 1.96% 0.82 CHF 0.83 CHF 70,000 50,000 70,000 50,000 55,937 CHF 40,748 CHF 100.00% 100.00%
22/07/2024 2.02% 0.83 CHF 0.84 CHF 70,000 50,000 66,623 50,000 54,907 CHF 42,134 CHF 100.00% 100.00%
19/07/2024 2.27% 0.72 CHF 0.73 CHF 70,000 50,000 72,431 50,000 52,488 CHF 37,113 CHF 99.23% 99.23%
18/07/2024 2.53% 0.70 CHF 0.72 CHF 80,000 50,000 65,266 44,782 46,719 CHF 32,894 CHF 100.00% 100.00%
17/07/2024 3.85% 0.65 CHF 0.68 CHF 25,000 25,000 25,000 25,000 16,077 CHF 16,707 CHF 79.70% 79.70%

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