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 0.54% 1.77 CHF 1.78 CHF 30,000 20,000 30,000 20,000 55,396 CHF 37,130 CHF 97.10% 97.10%
12/07/2024 0.53% 1.82 CHF 1.83 CHF 30,000 10,000 30,000 10,000 56,213 CHF 18,838 CHF 99.01% 99.01%
11/07/2024 0.53% 1.95 CHF 1.96 CHF 30,000 20,000 30,000 20,000 56,667 CHF 37,978 CHF 99.08% 99.08%
10/07/2024 0.55% 1.80 CHF 1.81 CHF 30,000 20,000 30,000 20,000 54,860 CHF 36,773 CHF 100.00% 100.00%
09/07/2024 0.53% 1.84 CHF 1.85 CHF 30,000 20,000 30,000 20,000 56,619 CHF 37,946 CHF 100.00% 100.00%
08/07/2024 0.52% 1.86 CHF 1.87 CHF 30,000 10,000 30,000 10,000 58,026 CHF 19,442 CHF 99.97% 99.97%
05/07/2024 0.51% 1.96 CHF 1.97 CHF 30,000 20,000 30,000 20,000 58,790 CHF 39,393 CHF 98.86% 98.86%
04/07/2024 0.54% 1.85 CHF 1.86 CHF 30,000 20,000 30,000 20,000 55,305 CHF 37,070 CHF 100.00% 100.00%
03/07/2024 0.58% 1.71 CHF 1.72 CHF 30,000 20,000 30,000 20,000 51,441 CHF 34,494 CHF 82.74% 82.74%
02/07/2024 0.63% 1.65 CHF 1.66 CHF 40,000 20,000 40,000 20,000 63,230 CHF 31,815 CHF 100.00% 100.00%

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