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 0.63% 8.56 CHF 8.59 CHF 20,000 20,000 12,284 7,655 102,742 CHF 64,437 CHF 94.55% 94.55%
12/07/2024 0.72% 7.92 CHF 7.95 CHF 20,000 20,000 12,206 7,530 91,282 CHF 57,333 CHF 97.97% 97.97%
11/07/2024 0.66% 7.12 CHF 7.15 CHF 20,000 20,000 12,178 7,485 96,239 CHF 58,569 CHF 99.16% 99.16%
10/07/2024 0.70% 7.83 CHF 7.86 CHF 20,000 20,000 12,261 7,618 94,213 CHF 59,340 CHF 95.60% 95.60%
09/07/2024 0.72% 7.36 CHF 7.39 CHF 20,000 20,000 12,167 7,467 89,609 CHF 55,385 CHF 99.56% 99.56%
08/07/2024 0.74% 7.11 CHF 7.14 CHF 20,000 20,000 12,171 7,473 86,744 CHF 53,001 CHF 99.61% 99.61%
05/07/2024 0.82% 6.89 CHF 6.92 CHF 20,000 20,000 12,268 7,628 80,716 CHF 51,204 CHF 95.15% 95.15%
04/07/2024 0.94% 6.43 CHF 6.49 CHF 10,000 4,000 10,000 4,000 63,830 CHF 25,772 CHF 94.10% 94.10%
03/07/2024 0.86% 6.33 CHF 6.36 CHF 20,000 20,000 12,171 7,473 75,828 CHF 47,038 CHF 99.61% 99.61%
02/07/2024 0.93% 6.27 CHF 6.30 CHF 20,000 20,000 12,170 7,473 71,098 CHF 44,583 CHF 99.61% 99.61%

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