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 1.66% 6.25 CHF 6.34 CHF 10,000 5,000 6,071 3,690 38,046 CHF 23,628 CHF 94.83% 94.83%
12/07/2024 1.50% 6.31 CHF 6.40 CHF 10,000 5,000 10,000 5,000 59,640 CHF 30,272 CHF 83.96% 83.96%
11/07/2024 1.50% 6.09 CHF 6.18 CHF 10,000 5,000 10,000 5,000 60,708 CHF 30,812 CHF 86.33% 86.33%
10/07/2024 1.64% 6.00 CHF 6.11 CHF 10,000 2,500 10,000 2,500 67,686 CHF 17,200 CHF 100.00% 100.00%
09/07/2024 1.50% 7.39 CHF 7.50 CHF 10,000 2,500 10,000 2,500 72,412 CHF 18,377 CHF 99.96% 99.96%
08/07/2024 1.53% 7.15 CHF 7.26 CHF 10,000 2,500 10,000 2,500 70,372 CHF 17,865 CHF 100.00% 100.00%
05/07/2024 1.59% 7.33 CHF 7.45 CHF 10,000 2,500 10,000 2,500 73,164 CHF 18,585 CHF 98.84% 98.84%
04/07/2024 1.70% 7.89 CHF 8.01 CHF 10,000 2,500 1,900 1,343 14,740 CHF 10,530 CHF 100.00% 100.00%
03/07/2024 1.70% 7.65 CHF 7.78 CHF 1,250 1,250 1,250 1,250 9,668 CHF 9,833 CHF 99.73% 99.73%
02/07/2024 1.91% 7.36 CHF 7.50 CHF 1,250 1,250 1,250 1,250 9,625 CHF 9,810 CHF 99.98% 99.98%

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