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 2.74% 1.01 CHF 1.04 CHF 12,500 12,500 27,466 17,083 27,597 CHF 17,704 CHF 89.76% 89.76%
12/07/2024 1.73% 1.31 CHF 1.33 CHF 40,000 25,000 45,852 25,000 57,064 CHF 31,709 CHF 98.91% 98.91%
11/07/2024 1.73% 1.22 CHF 1.24 CHF 50,000 25,000 49,626 25,000 60,002 CHF 30,762 CHF 94.19% 94.19%
10/07/2024 2.01% 1.09 CHF 1.11 CHF 50,000 25,000 50,000 25,000 52,348 CHF 26,705 CHF 90.36% 90.36%
09/07/2024 1.93% 1.03 CHF 1.05 CHF 50,000 25,000 50,002 25,000 54,678 CHF 27,869 CHF 100.00% 100.00%
08/07/2024 1.92% 1.06 CHF 1.08 CHF 50,000 25,000 50,000 25,000 55,081 CHF 28,073 CHF 100.00% 100.00%
05/07/2024 1.74% 1.15 CHF 1.17 CHF 50,000 25,000 49,132 25,000 59,573 CHF 30,860 CHF 98.86% 98.86%
04/07/2024 1.77% 1.20 CHF 1.22 CHF 50,000 25,000 48,733 25,000 58,732 CHF 30,701 CHF 98.11% 98.11%
03/07/2024 1.73% 1.21 CHF 1.23 CHF 50,000 25,000 46,002 25,000 56,828 CHF 31,495 CHF 99.82% 99.82%
02/07/2024 1.71% 1.22 CHF 1.24 CHF 50,000 25,000 47,810 25,000 58,784 CHF 31,297 CHF 100.00% 100.00%

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