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 1.37% 0.75 CHF 0.76 CHF 20,000 20,000 20,000 20,000 14,489 CHF 14,689 CHF 99.48% 99.48%
12/07/2024 1.35% 0.74 CHF 0.75 CHF 20,000 20,000 20,000 20,000 14,701 CHF 14,901 CHF 99.49% 99.49%
11/07/2024 1.32% 0.77 CHF 0.78 CHF 20,000 20,000 20,000 20,000 15,076 CHF 15,276 CHF 99.58% 99.58%
10/07/2024 1.43% 0.79 CHF 0.80 CHF 20,000 20,000 20,000 20,000 13,981 CHF 14,181 CHF 99.50% 99.50%
09/07/2024 1.48% 0.64 CHF 0.65 CHF 20,000 20,000 20,000 20,000 13,489 CHF 13,689 CHF 99.51% 99.51%
08/07/2024 1.23% 0.80 CHF 0.81 CHF 25,000 25,000 25,000 25,000 20,280 CHF 20,530 CHF 99.52% 99.52%
05/07/2024 1.16% 0.89 CHF 0.90 CHF 25,000 25,000 25,000 25,000 21,400 CHF 21,650 CHF 98.91% 98.91%
04/07/2024 1.88% 0.52 CHF 0.53 CHF 25,000 25,000 25,000 25,000 13,206 CHF 13,456 CHF 99.53% 99.53%
03/07/2024 2.02% 0.49 CHF 0.50 CHF 25,000 25,000 25,000 25,000 12,275 CHF 12,525 CHF 99.58% 99.58%
02/07/2024 2.27% 0.46 CHF 0.47 CHF 30,000 30,000 30,000 30,000 13,095 CHF 13,395 CHF 99.55% 99.55%

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