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 0.50% 2.00 CHF 2.01 CHF 50,000 50,000 34,575 30,719 68,483 CHF 61,158 CHF 94.62% 94.62%
12/07/2024 0.53% 1.93 CHF 1.94 CHF 50,000 50,000 34,416 30,520 64,817 CHF 57,840 CHF 98.03% 98.03%
11/07/2024 0.52% 1.84 CHF 1.85 CHF 50,000 50,000 34,354 30,443 66,263 CHF 58,947 CHF 99.18% 99.18%
10/07/2024 0.53% 1.92 CHF 1.93 CHF 50,000 50,000 34,525 30,656 65,685 CHF 58,669 CHF 95.65% 95.65%
09/07/2024 0.53% 1.87 CHF 1.88 CHF 50,000 50,000 34,344 30,430 64,124 CHF 57,124 CHF 99.65% 99.65%
08/07/2024 0.54% 1.84 CHF 1.85 CHF 50,000 50,000 34,344 30,430 63,199 CHF 56,252 CHF 99.66% 99.66%
05/07/2024 0.56% 1.81 CHF 1.82 CHF 50,000 50,000 34,546 30,683 61,211 CHF 54,732 CHF 95.24% 95.24%
04/07/2024 0.57% 1.76 CHF 1.77 CHF 30,000 25,000 30,000 25,000 52,536 CHF 44,030 CHF 94.10% 94.10%
03/07/2024 0.58% 1.74 CHF 1.75 CHF 50,000 50,000 34,344 30,430 59,532 CHF 53,061 CHF 99.66% 99.66%
02/07/2024 0.60% 1.74 CHF 1.75 CHF 50,000 50,000 37,694 30,430 63,279 CHF 51,503 CHF 99.66% 99.66%

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