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 1.87% 1.08 CHF 1.10 CHF 50,000 50,000 50,000 50,000 57,699 CHF 58,787 CHF 98.52% 98.52%
12/07/2024 1.86% 1.18 CHF 1.20 CHF 50,000 50,000 50,000 50,000 57,548 CHF 58,628 CHF 94.00% 94.00%
11/07/2024 1.82% 1.16 CHF 1.19 CHF 50,000 50,000 50,000 50,000 58,409 CHF 59,481 CHF 85.95% 85.95%
10/07/2024 1.93% 1.14 CHF 1.16 CHF 50,000 50,000 50,000 50,000 56,318 CHF 57,414 CHF 90.92% 90.92%
09/07/2024 1.82% 1.18 CHF 1.20 CHF 50,000 50,000 50,000 50,000 59,405 CHF 60,495 CHF 98.72% 98.72%
08/07/2024 1.91% 1.10 CHF 1.12 CHF 50,000 50,000 50,000 50,000 55,015 CHF 56,074 CHF 99.73% 99.73%
05/07/2024 1.94% 1.05 CHF 1.07 CHF 50,000 50,000 50,000 50,000 54,346 CHF 55,411 CHF 99.62% 99.62%
04/07/2024 1.95% 1.12 CHF 1.14 CHF 50,000 50,000 50,000 50,000 55,435 CHF 56,524 CHF 98.35% 98.35%
03/07/2024 1.92% 1.12 CHF 1.14 CHF 50,000 50,000 50,000 50,000 54,676 CHF 55,734 CHF 99.73% 99.73%
02/07/2024 2.11% 1.07 CHF 1.09 CHF 50,000 50,000 53,767 50,000 54,386 CHF 51,819 CHF 97.86% 97.86%

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