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 2.40% 1.36 CHF 1.39 CHF 40,000 20,000 40,000 20,000 54,980 CHF 28,157 CHF 74.79% 74.79%
12/07/2024 2.41% 1.42 CHF 1.45 CHF 40,000 20,000 40,000 20,000 54,656 CHF 27,995 CHF 71.66% 71.66%
11/07/2024 2.06% 1.61 CHF 1.64 CHF 40,000 10,000 39,783 10,000 64,878 CHF 16,651 CHF 92.63% 92.63%
10/07/2024 2.07% 1.74 CHF 1.77 CHF 30,000 10,000 31,509 10,000 52,962 CHF 17,173 CHF 70.78% 70.78%
09/07/2024 1.98% 1.67 CHF 1.70 CHF 30,000 10,000 31,002 10,000 52,350 CHF 17,237 CHF 90.84% 90.84%
08/07/2024 1.99% 1.63 CHF 1.67 CHF 40,000 20,000 36,213 20,000 59,787 CHF 33,736 CHF 81.27% 81.27%
05/07/2024 2.08% 1.62 CHF 1.65 CHF 40,000 20,000 39,703 19,901 64,260 CHF 32,886 CHF 96.50% 96.50%
04/07/2024 2.06% 1.61 CHF 1.64 CHF 40,000 20,000 40,000 20,000 63,974 CHF 32,654 CHF 99.56% 99.56%
03/07/2024 2.07% 1.56 CHF 1.59 CHF 40,000 20,000 40,000 20,000 62,560 CHF 31,935 CHF 92.20% 92.20%
02/07/2024 2.38% 1.42 CHF 1.46 CHF 40,000 20,000 40,000 20,000 55,335 CHF 28,334 CHF 92.97% 92.97%

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