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 1.79% 0.57 CHF 0.58 CHF 50,000 50,000 50,000 50,000 27,935 CHF 28,441 CHF 100.00% 100.00%
12/07/2024 1.82% 0.58 CHF 0.59 CHF 50,000 50,000 50,000 50,000 28,911 CHF 29,441 CHF 100.00% 100.00%
11/07/2024 1.78% 0.57 CHF 0.58 CHF 60,000 60,000 60,000 60,000 33,443 CHF 34,043 CHF 100.00% 100.00%
10/07/2024 1.90% 0.52 CHF 0.53 CHF 60,000 60,000 60,000 60,000 31,249 CHF 31,849 CHF 100.00% 100.00%
09/07/2024 1.94% 0.52 CHF 0.53 CHF 60,000 60,000 60,000 60,000 30,627 CHF 31,227 CHF 100.00% 100.00%
08/07/2024 1.94% 0.52 CHF 0.53 CHF 60,000 60,000 60,000 60,000 30,695 CHF 31,295 CHF 100.00% 100.00%
05/07/2024 1.88% 0.53 CHF 0.54 CHF 60,000 60,000 60,000 60,000 31,699 CHF 32,299 CHF 100.00% 100.00%
04/07/2024 1.89% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 26,192 CHF 26,692 CHF 100.00% 100.00%
03/07/2024 1.76% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 28,234 CHF 28,734 CHF 100.00% 100.00%
02/07/2024 1.57% 0.62 CHF 0.63 CHF 50,000 50,000 50,000 50,000 31,590 CHF 32,090 CHF 100.00% 100.00%

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