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 1.30% 1.82 CHF 1.85 CHF 50,000 50,000 50,000 50,000 92,646 CHF 93,855 CHF 89.48% 89.48%
12/07/2024 1.30% 1.84 CHF 1.86 CHF 50,000 50,000 50,000 50,000 91,448 CHF 92,642 CHF 99.01% 99.01%
11/07/2024 1.36% 1.78 CHF 1.81 CHF 50,000 50,000 50,000 50,000 88,524 CHF 89,734 CHF 99.09% 99.09%
10/07/2024 0.86% 1.70 CHF 1.73 CHF 50,000 50,000 50,000 50,000 82,871 CHF 83,584 CHF 99.37% 99.37%
09/07/2024 0.82% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 79,679 CHF 80,333 CHF 99.58% 99.58%
08/07/2024 0.84% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 83,510 CHF 84,213 CHF 98.36% 98.36%
05/07/2024 0.78% 1.64 CHF 1.65 CHF 50,000 50,000 50,000 50,000 83,007 CHF 83,655 CHF 98.72% 98.72%
04/07/2024 0.83% 1.69 CHF 1.70 CHF 50,000 50,000 50,000 50,000 85,101 CHF 85,813 CHF 100.00% 100.00%
03/07/2024 0.83% 1.68 CHF 1.69 CHF 50,000 50,000 50,000 50,000 81,252 CHF 81,927 CHF 99.10% 99.10%
02/07/2024 0.90% 1.56 CHF 1.57 CHF 50,000 50,000 50,000 50,000 75,272 CHF 75,949 CHF 99.68% 99.68%

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