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 0.61% 1.63 CHF 1.64 CHF 40,000 30,000 39,336 30,000 64,735 CHF 49,683 CHF 97.50% 97.50%
12/07/2024 1.21% 1.59 CHF 1.61 CHF 40,000 30,000 38,242 30,000 62,805 CHF 49,909 CHF 84.29% 84.29%
11/07/2024 1.16% 1.67 CHF 1.69 CHF 30,000 30,000 30,030 30,000 51,618 CHF 52,168 CHF 99.52% 99.52%
10/07/2024 1.09% 1.75 CHF 1.77 CHF 30,000 30,000 30,000 30,000 54,784 CHF 55,384 CHF 99.51% 99.51%
09/07/2024 1.13% 1.77 CHF 1.79 CHF 30,000 30,000 30,000 30,000 52,942 CHF 53,542 CHF 99.57% 99.57%
08/07/2024 1.15% 1.73 CHF 1.75 CHF 30,000 30,000 30,000 30,000 51,722 CHF 52,322 CHF 99.47% 99.47%
05/07/2024 1.19% 1.73 CHF 1.75 CHF 30,000 30,000 37,647 30,000 62,518 CHF 50,538 CHF 97.61% 97.61%
04/07/2024 1.18% 1.67 CHF 1.69 CHF 30,000 30,000 31,847 30,000 53,500 CHF 51,052 CHF 98.34% 98.34%
03/07/2024 1.14% 1.74 CHF 1.76 CHF 30,000 30,000 30,000 30,000 52,114 CHF 52,714 CHF 95.88% 95.88%
02/07/2024 1.06% 1.88 CHF 1.90 CHF 30,000 30,000 30,000 30,000 56,262 CHF 56,862 CHF 93.40% 93.40%

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