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 2.62% 2.33 CHF 2.40 CHF 30,000 20,000 30,000 20,000 71,265 CHF 48,769 CHF 98.73% 98.73%
12/07/2024 2.44% 2.53 CHF 2.59 CHF 20,000 20,000 28,759 20,000 69,656 CHF 49,728 CHF 99.38% 99.38%
11/07/2024 2.39% 2.44 CHF 2.50 CHF 30,000 20,000 30,000 20,000 68,416 CHF 46,715 CHF 98.92% 98.92%
10/07/2024 2.29% 2.18 CHF 2.23 CHF 30,000 25,000 28,618 24,013 62,556 CHF 53,673 CHF 100.00% 100.00%
09/07/2024 3.87% 1.98 CHF 2.06 CHF 10,000 10,000 10,502 10,251 22,139 CHF 22,491 CHF 100.00% 100.00%
08/07/2024 2.62% 2.46 CHF 2.52 CHF 30,000 20,000 22,955 20,000 58,093 CHF 52,145 CHF 100.00% 100.00%
05/07/2024 2.49% 2.75 CHF 2.83 CHF 20,000 20,000 20,000 20,000 57,863 CHF 59,320 CHF 99.62% 99.62%
04/07/2024 2.45% 2.84 CHF 2.91 CHF 20,000 20,000 20,000 20,000 56,892 CHF 58,304 CHF 99.38% 99.38%
03/07/2024 2.27% 2.83 CHF 2.90 CHF 20,000 20,000 20,000 20,000 55,701 CHF 56,979 CHF 99.73% 99.73%
02/07/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%

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