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 0.66% 1.43 CHF 1.44 CHF 40,000 20,000 40,000 20,000 60,289 CHF 30,344 CHF 97.09% 97.09%
12/07/2024 0.65% 1.48 CHF 1.49 CHF 40,000 10,000 40,000 10,000 61,391 CHF 15,448 CHF 99.01% 99.01%
11/07/2024 0.64% 1.62 CHF 1.63 CHF 40,000 20,000 39,930 20,000 61,933 CHF 31,225 CHF 99.05% 99.05%
10/07/2024 0.67% 1.46 CHF 1.47 CHF 40,000 20,000 40,000 20,000 59,567 CHF 29,984 CHF 100.00% 100.00%
09/07/2024 0.64% 1.51 CHF 1.52 CHF 40,000 20,000 40,000 20,000 61,991 CHF 31,196 CHF 100.00% 100.00%
08/07/2024 0.63% 1.53 CHF 1.54 CHF 40,000 10,000 40,000 10,000 63,810 CHF 16,053 CHF 99.74% 99.74%
05/07/2024 0.61% 1.62 CHF 1.63 CHF 40,000 20,000 40,000 20,000 64,877 CHF 32,638 CHF 98.86% 98.86%
04/07/2024 0.66% 1.52 CHF 1.53 CHF 40,000 20,000 40,000 20,000 60,234 CHF 30,317 CHF 100.00% 100.00%
03/07/2024 0.72% 1.38 CHF 1.39 CHF 40,000 20,000 40,000 20,000 55,168 CHF 27,784 CHF 82.74% 82.74%
02/07/2024 0.80% 1.32 CHF 1.33 CHF 40,000 20,000 46,624 20,000 57,890 CHF 25,097 CHF 99.82% 99.82%

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