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 0.72% 1.73 CHF 1.74 CHF 50,000 50,000 36,903 36,903 63,984 CHF 64,418 CHF 94.83% 94.83%
12/07/2024 0.59% 1.73 CHF 1.74 CHF 50,000 50,000 50,000 50,000 84,360 CHF 84,860 CHF 83.95% 83.95%
11/07/2024 0.59% 1.70 CHF 1.71 CHF 50,000 50,000 50,000 50,000 85,109 CHF 85,609 CHF 86.33% 86.33%
10/07/2024 0.56% 1.70 CHF 1.71 CHF 50,000 50,000 50,000 50,000 89,170 CHF 89,670 CHF 100.00% 100.00%
09/07/2024 0.54% 1.85 CHF 1.86 CHF 50,000 50,000 50,000 50,000 91,880 CHF 92,380 CHF 100.00% 100.00%
08/07/2024 0.55% 1.83 CHF 1.84 CHF 50,000 50,000 50,000 50,000 90,688 CHF 91,188 CHF 100.00% 100.00%
05/07/2024 0.54% 1.85 CHF 1.86 CHF 50,000 50,000 50,000 50,000 92,308 CHF 92,808 CHF 98.87% 98.87%
04/07/2024 0.81% 1.91 CHF 1.92 CHF 50,000 50,000 26,857 26,857 50,744 CHF 51,147 CHF 100.00% 100.00%
03/07/2024 0.87% 1.88 CHF 1.90 CHF 25,000 25,000 25,000 25,000 47,289 CHF 47,702 CHF 99.73% 99.73%
02/07/2024 0.87% 1.85 CHF 1.87 CHF 25,000 25,000 25,000 25,000 47,152 CHF 47,562 CHF 99.89% 99.89%

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