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 1.54% 1.09 CHF 1.11 CHF 50,000 25,000 50,000 25,000 53,329 CHF 27,079 CHF 98.73% 98.73%
12/07/2024 1.41% 1.10 CHF 1.11 CHF 50,000 25,000 50,000 25,000 55,948 CHF 28,371 CHF 99.38% 99.38%
11/07/2024 1.62% 1.01 CHF 1.03 CHF 50,000 25,000 51,541 25,000 52,470 CHF 25,893 CHF 99.16% 99.16%
10/07/2024 1.44% 1.04 CHF 1.05 CHF 50,000 25,000 50,000 25,000 53,096 CHF 26,934 CHF 100.00% 100.00%
09/07/2024 1.54% 1.12 CHF 1.13 CHF 50,000 25,000 50,000 25,000 52,673 CHF 26,743 CHF 100.00% 100.00%
08/07/2024 1.49% 1.12 CHF 1.14 CHF 50,000 25,000 50,000 25,000 53,672 CHF 27,238 CHF 99.79% 99.79%
05/07/2024 1.91% 0.93 CHF 0.94 CHF 60,000 25,000 60,000 25,000 54,383 CHF 23,097 CHF 99.61% 99.61%
04/07/2024 1.98% 0.81 CHF 0.83 CHF 70,000 25,000 69,033 25,000 55,864 CHF 20,646 CHF 100.00% 100.00%
03/07/2024 1.88% 0.81 CHF 0.82 CHF 70,000 25,000 66,720 25,000 55,013 CHF 21,064 CHF 99.73% 99.73%
02/07/2024 1.68% 0.93 CHF 0.94 CHF 60,000 25,000 60,000 25,000 55,823 CHF 23,655 CHF 99.74% 99.74%

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