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 0.41% 2.52 CHF 2.53 CHF 100,000 100,000 46,875 39,557 114,337 CHF 97,103 CHF 90.65% 90.65%
12/07/2024 0.39% 2.52 CHF 2.53 CHF 100,000 100,000 40,447 39,308 102,322 CHF 99,904 CHF 83.19% 83.19%
11/07/2024 0.33% 2.79 CHF 2.80 CHF 100,000 100,000 40,105 40,105 118,060 CHF 118,461 CHF 94.17% 94.17%
10/07/2024 0.33% 2.97 CHF 2.98 CHF 100,000 100,000 40,668 40,668 121,157 CHF 121,563 CHF 96.91% 96.91%
09/07/2024 1.67% 2.96 CHF 3.01 CHF 10,000 10,000 3,995 3,995 11,916 CHF 12,116 CHF 96.78% 96.78%
08/07/2024 1.60% 2.94 CHF 2.99 CHF 10,000 10,000 4,001 4,001 12,144 CHF 12,344 CHF 97.77% 97.77%
05/07/2024 0.66% 2.97 CHF 3.02 CHF 10,000 10,000 21,694 21,694 57,884 CHF 58,183 CHF 97.91% 97.91%
04/07/2024 1.69% 2.64 CHF 2.69 CHF 5,000 5,000 11,001 11,001 28,963 CHF 29,246 CHF 79.34% 79.34%
03/07/2024 1.88% 2.60 CHF 2.65 CHF 10,000 10,000 4,120 4,120 10,768 CHF 10,974 CHF 87.27% 87.27%
02/07/2024 1.99% 2.53 CHF 2.58 CHF 10,000 10,000 4,069 4,069 10,169 CHF 10,372 CHF 98.23% 98.23%

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