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 1.66% 1.40 CHF 1.43 CHF 50,000 50,000 50,000 50,000 72,890 CHF 74,108 CHF 98.08% 98.08%
12/07/2024 1.74% 1.37 CHF 1.40 CHF 50,000 50,000 50,000 50,000 67,431 CHF 68,613 CHF 98.94% 98.94%
11/07/2024 1.70% 1.36 CHF 1.39 CHF 50,000 50,000 50,000 50,000 70,850 CHF 72,063 CHF 96.86% 96.86%
10/07/2024 1.83% 1.34 CHF 1.37 CHF 50,000 50,000 50,000 50,000 64,185 CHF 65,371 CHF 100.00% 100.00%
09/07/2024 1.65% 1.36 CHF 1.39 CHF 50,000 50,000 50,000 50,000 68,447 CHF 69,587 CHF 100.00% 100.00%
08/07/2024 1.47% 1.30 CHF 1.32 CHF 50,000 50,000 49,708 49,708 59,554 CHF 60,428 CHF 100.00% 100.00%
05/07/2024 3.62% 0.98 CHF 1.02 CHF 25,000 25,000 25,000 25,000 25,632 CHF 26,577 CHF 98.89% 98.89%
04/07/2024 3.69% 1.03 CHF 1.07 CHF 25,000 25,000 25,000 25,000 25,161 CHF 26,106 CHF 100.00% 100.00%
03/07/2024 4.09% 0.92 CHF 0.96 CHF 25,000 25,000 25,000 25,000 23,207 CHF 24,174 CHF 99.71% 99.71%
02/07/2024 5.89% 1.07 CHF 1.13 CHF 12,500 12,500 17,663 14,548 18,051 CHF 14,918 CHF 90.61% 90.61%

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