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 0.80% 1.67 CHF 1.68 CHF 50,000 50,000 36,904 36,904 61,995 CHF 62,453 CHF 94.83% 94.83%
12/07/2024 0.61% 1.68 CHF 1.69 CHF 50,000 50,000 50,000 50,000 81,729 CHF 82,229 CHF 83.95% 83.95%
11/07/2024 0.60% 1.65 CHF 1.66 CHF 50,000 50,000 50,000 50,000 82,436 CHF 82,936 CHF 86.33% 86.33%
10/07/2024 0.58% 1.64 CHF 1.65 CHF 50,000 50,000 50,000 50,000 86,523 CHF 87,023 CHF 100.00% 100.00%
09/07/2024 0.56% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 89,210 CHF 89,710 CHF 99.90% 99.90%
08/07/2024 0.57% 1.77 CHF 1.78 CHF 50,000 50,000 50,000 50,000 88,007 CHF 88,507 CHF 100.00% 100.00%
05/07/2024 0.56% 1.79 CHF 1.80 CHF 50,000 50,000 50,000 50,000 89,655 CHF 90,155 CHF 98.74% 98.74%
04/07/2024 0.83% 1.86 CHF 1.87 CHF 50,000 50,000 26,857 26,857 49,297 CHF 49,699 CHF 100.00% 100.00%
03/07/2024 0.89% 1.83 CHF 1.84 CHF 25,000 25,000 25,000 25,000 45,952 CHF 46,363 CHF 99.73% 99.73%
02/07/2024 0.88% 1.80 CHF 1.81 CHF 25,000 25,000 25,000 25,000 45,812 CHF 46,217 CHF 100.00% 100.00%

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