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 3.19% 17.40 CHF 17.70 CHF 20,000 20,000 12,258 7,613 202,646 CHF 130,004 CHF 95.48% 95.48%
12/07/2024 3.13% 16.78 CHF 17.08 CHF 10,000 10,000 10,000 3,743 167,912 CHF 64,031 CHF 99.16% 99.16%
11/07/2024 2.57% 16.90 CHF 17.20 CHF 10,000 10,000 10,000 3,765 202,979 CHF 74,399 CHF 97.71% 97.71%
10/07/2024 2.69% 19.23 CHF 19.53 CHF 10,000 10,000 10,000 3,765 195,728 CHF 75,560 CHF 97.90% 97.90%
09/07/2024 2.44% 20.42 CHF 20.72 CHF 10,000 10,000 10,000 3,735 215,506 CHF 80,722 CHF 99.52% 99.52%
08/07/2024 2.39% 21.30 CHF 21.60 CHF 10,000 10,000 10,000 3,767 219,902 CHF 83,323 CHF 97.65% 97.65%
05/07/2024 2.62% 21.69 CHF 21.99 CHF 10,000 10,000 10,000 3,811 201,806 CHF 80,563 CHF 95.40% 95.40%
04/07/2024 2.97% 19.42 CHF 20.02 CHF 10,000 2,000 10,000 2,000 198,824 CHF 40,965 CHF 89.42% 89.42%
03/07/2024 2.73% 19.72 CHF 20.02 CHF 10,000 10,000 10,000 3,777 192,728 CHF 74,509 CHF 97.22% 97.22%
02/07/2024 2.90% 18.70 CHF 19.00 CHF 10,000 10,000 10,000 3,746 182,087 CHF 70,474 CHF 98.64% 98.64%

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