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 0.70% 1.83 CHF 1.84 CHF 50,000 50,000 36,903 36,903 67,940 CHF 68,386 CHF 94.83% 94.83%
12/07/2024 0.56% 1.84 CHF 1.85 CHF 50,000 50,000 50,000 50,000 89,750 CHF 90,250 CHF 83.95% 83.95%
11/07/2024 0.55% 1.81 CHF 1.82 CHF 50,000 50,000 50,000 50,000 90,472 CHF 90,972 CHF 86.33% 86.33%
10/07/2024 0.53% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 94,568 CHF 95,068 CHF 100.00% 100.00%
09/07/2024 0.51% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 97,232 CHF 97,732 CHF 100.00% 100.00%
08/07/2024 0.52% 1.93 CHF 1.94 CHF 50,000 50,000 50,000 50,000 96,083 CHF 96,583 CHF 100.00% 100.00%
05/07/2024 0.51% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 97,680 CHF 98,180 CHF 98.87% 98.87%
04/07/2024 0.78% 2.02 CHF 2.03 CHF 50,000 50,000 26,857 26,857 53,611 CHF 54,020 CHF 100.00% 100.00%
03/07/2024 0.81% 1.99 CHF 2.01 CHF 25,000 25,000 25,000 25,000 49,967 CHF 50,375 CHF 99.73% 99.73%
02/07/2024 0.80% 1.96 CHF 1.97 CHF 25,000 25,000 25,000 25,000 49,824 CHF 50,223 CHF 99.61% 99.61%

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