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 4.68% 5.99 CHF 6.14 CHF 30,000 30,000 14,521 11,426 81,788 CHF 67,111 CHF 95.52% 95.52%
12/07/2024 4.55% 5.73 CHF 5.88 CHF 30,000 30,000 14,353 11,224 81,740 CHF 66,139 CHF 99.12% 99.12%
11/07/2024 3.54% 5.78 CHF 5.93 CHF 30,000 30,000 14,408 11,289 101,450 CHF 80,181 CHF 97.61% 97.61%
10/07/2024 3.74% 6.86 CHF 7.01 CHF 30,000 30,000 14,410 11,292 101,349 CHF 81,947 CHF 97.95% 97.95%
09/07/2024 3.30% 7.42 CHF 7.57 CHF 30,000 30,000 14,340 11,208 112,272 CHF 89,494 CHF 99.60% 99.60%
08/07/2024 4.28% 7.80 CHF 8.00 CHF 30,000 30,000 14,420 11,304 115,668 CHF 93,375 CHF 97.77% 97.77%
05/07/2024 3.60% 8.02 CHF 8.17 CHF 30,000 30,000 14,520 11,424 108,791 CHF 88,979 CHF 95.34% 95.34%
04/07/2024 4.09% 6.98 CHF 7.28 CHF 10,000 6,000 10,000 6,000 71,913 CHF 44,948 CHF 90.25% 90.25%
03/07/2024 3.78% 7.13 CHF 7.28 CHF 30,000 30,000 14,436 11,324 100,000 CHF 80,908 CHF 97.21% 97.21%
02/07/2024 4.08% 6.67 CHF 6.82 CHF 30,000 30,000 14,368 11,242 93,297 CHF 75,707 CHF 98.64% 98.64%

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