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 2.22% 3.98 CHF 4.03 CHF 50,000 50,000 26,637 18,849 105,636 CHF 76,212 CHF 97.84% 97.84%
12/07/2024 2.21% 4.01 CHF 4.06 CHF 50,000 50,000 26,674 18,898 106,139 CHF 76,502 CHF 97.30% 97.30%
11/07/2024 2.01% 4.06 CHF 4.11 CHF 50,000 50,000 26,546 18,728 115,061 CHF 81,870 CHF 99.15% 99.15%
10/07/2024 2.00% 4.29 CHF 4.34 CHF 50,000 50,000 26,541 18,721 116,879 CHF 83,623 CHF 99.28% 99.28%
09/07/2024 2.00% 4.46 CHF 4.51 CHF 50,000 50,000 26,515 18,687 117,277 CHF 84,096 CHF 99.65% 99.65%
08/07/2024 1.99% 4.42 CHF 4.47 CHF 50,000 50,000 26,523 18,697 117,596 CHF 84,246 CHF 99.54% 99.54%
05/07/2024 2.04% 4.44 CHF 4.49 CHF 50,000 50,000 26,610 18,813 115,907 CHF 83,796 CHF 98.27% 98.27%
04/07/2024 2.30% 4.32 CHF 4.42 CHF 20,000 10,000 20,000 10,000 85,963 CHF 43,981 CHF 99.02% 99.02%
03/07/2024 1.96% 4.28 CHF 4.33 CHF 50,000 50,000 26,575 18,767 118,010 CHF 84,069 CHF 98.75% 98.75%
02/07/2024 2.09% 4.31 CHF 4.36 CHF 50,000 50,000 26,510 18,680 112,144 CHF 80,381 CHF 99.59% 99.59%

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