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 0.62% 1.70 CHF 1.71 CHF 100,000 100,000 54,180 39,538 87,970 CHF 64,933 CHF 90.62% 90.62%
12/07/2024 0.58% 1.69 CHF 1.70 CHF 100,000 100,000 47,346 39,216 80,908 CHF 67,285 CHF 83.07% 83.07%
11/07/2024 0.47% 1.93 CHF 1.94 CHF 100,000 100,000 47,090 40,124 97,668 CHF 83,167 CHF 94.20% 94.20%
10/07/2024 0.48% 2.09 CHF 2.10 CHF 100,000 100,000 47,257 40,396 99,034 CHF 85,003 CHF 96.47% 96.47%
09/07/2024 2.36% 2.08 CHF 2.13 CHF 10,000 10,000 3,982 3,982 8,363 CHF 8,562 CHF 96.58% 96.58%
08/07/2024 2.25% 2.07 CHF 2.12 CHF 10,000 10,000 4,000 4,000 8,595 CHF 8,795 CHF 97.75% 97.75%
05/07/2024 0.95% 2.09 CHF 2.14 CHF 10,000 10,000 28,629 21,739 51,909 CHF 39,800 CHF 97.51% 97.51%
04/07/2024 2.49% 1.79 CHF 1.84 CHF 5,000 5,000 11,001 11,001 19,618 CHF 19,901 CHF 79.34% 79.34%
03/07/2024 2.76% 1.75 CHF 1.80 CHF 10,000 10,000 4,118 4,118 7,284 CHF 7,490 CHF 87.25% 87.25%
02/07/2024 2.97% 1.69 CHF 1.74 CHF 10,000 10,000 4,068 4,068 6,792 CHF 6,995 CHF 98.21% 98.21%

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