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 4.38% 2.01 CHF 2.06 CHF 30,000 20,000 30,000 7,488 59,548 CHF 15,381 CHF 98.83% 98.83%
12/07/2024 4.76% 1.93 CHF 1.98 CHF 30,000 20,000 30,000 8,187 53,885 CHF 15,643 CHF 82.63% 82.63%
11/07/2024 4.93% 1.82 CHF 1.87 CHF 30,000 20,000 30,000 7,484 53,008 CHF 13,866 CHF 99.07% 99.07%
10/07/2024 5.28% 1.73 CHF 1.78 CHF 30,000 20,000 37,828 7,476 62,329 CHF 13,151 CHF 99.55% 99.55%
09/07/2024 5.54% 1.56 CHF 1.61 CHF 40,000 20,000 40,000 7,473 62,456 CHF 12,207 CHF 99.61% 99.61%
08/07/2024 5.65% 1.53 CHF 1.58 CHF 40,000 20,000 40,000 7,473 61,335 CHF 12,051 CHF 99.61% 99.61%
05/07/2024 5.15% 1.70 CHF 1.75 CHF 30,000 20,000 38,590 8,786 62,205 CHF 14,999 CHF 72.29% 72.29%
04/07/2024 6.30% 1.56 CHF 1.66 CHF 40,000 4,000 40,000 4,000 61,533 CHF 6,553 CHF 93.15% 93.15%
03/07/2024 6.22% 1.57 CHF 1.62 CHF 40,000 30,000 40,000 11,153 56,139 CHF 17,051 CHF 99.31% 99.31%
02/07/2024 6.63% 1.29 CHF 1.34 CHF 40,000 30,000 40,000 11,148 52,074 CHF 15,416 CHF 99.27% 99.27%

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