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 1.25% 6.30 CHF 6.38 CHF 10,000 7,500 10,000 7,500 64,189 CHF 48,745 CHF 95.09% 95.09%
12/07/2024 1.20% 6.36 CHF 6.44 CHF 10,000 7,500 10,000 7,500 63,248 CHF 48,011 CHF 99.01% 99.01%
11/07/2024 1.21% 6.15 CHF 6.23 CHF 10,000 7,500 10,000 7,500 61,091 CHF 46,376 CHF 98.96% 98.96%
10/07/2024 1.17% 5.84 CHF 5.91 CHF 10,000 7,500 10,000 7,500 56,742 CHF 43,059 CHF 99.37% 99.37%
09/07/2024 1.30% 5.45 CHF 5.52 CHF 10,000 7,500 10,000 7,500 54,288 CHF 41,251 CHF 99.76% 99.76%
08/07/2024 1.21% 5.69 CHF 5.76 CHF 10,000 7,500 10,000 7,500 57,291 CHF 43,494 CHF 99.92% 99.92%
05/07/2024 1.24% 5.61 CHF 5.68 CHF 10,000 7,500 10,000 7,500 56,792 CHF 43,125 CHF 98.90% 98.90%
04/07/2024 1.21% 5.79 CHF 5.86 CHF 10,000 7,500 10,000 7,500 58,296 CHF 44,255 CHF 100.00% 100.00%
03/07/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
02/07/2024 1.37% 5.28 CHF 5.35 CHF 10,000 7,500 12,501 7,500 63,111 CHF 38,542 CHF 100.00% 100.00%

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