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 2.00% 0.52 CHF 0.53 CHF 60,000 60,000 60,000 60,000 29,728 CHF 30,328 CHF 99.44% 99.49%
12/07/2024 1.96% 0.55 CHF 0.56 CHF 60,000 60,000 60,000 60,000 30,350 CHF 30,950 CHF 99.52% 99.52%
11/07/2024 1.85% 0.53 CHF 0.54 CHF 60,000 60,000 60,000 60,000 32,109 CHF 32,709 CHF 99.47% 99.47%
10/07/2024 1.71% 0.57 CHF 0.58 CHF 50,000 50,000 50,000 50,000 29,056 CHF 29,556 CHF 99.57% 99.57%
09/07/2024 1.65% 0.58 CHF 0.59 CHF 50,000 50,000 50,000 50,000 30,061 CHF 30,561 CHF 99.48% 99.48%
08/07/2024 1.56% 0.62 CHF 0.63 CHF 50,000 50,000 50,000 50,000 31,892 CHF 32,392 CHF 99.59% 99.59%
05/07/2024 1.60% 0.62 CHF 0.63 CHF 50,000 50,000 50,000 50,000 30,990 CHF 31,490 CHF 99.52% 99.52%
04/07/2024 1.70% 0.60 CHF 0.61 CHF 60,000 60,000 60,000 60,000 35,093 CHF 35,693 CHF 99.53% 99.53%
03/07/2024 1.77% 0.59 CHF 0.60 CHF 60,000 60,000 60,000 60,000 33,605 CHF 34,205 CHF 99.57% 99.57%
02/07/2024 1.97% 0.50 CHF 0.51 CHF 60,000 60,000 54,037 54,037 27,152 CHF 27,692 CHF 99.52% 99.52%

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