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 0.67% 1.58 CHF 1.59 CHF 100,000 100,000 54,181 39,540 81,648 CHF 60,297 CHF 90.62% 90.62%
12/07/2024 0.62% 1.57 CHF 1.58 CHF 100,000 100,000 51,210 39,307 81,312 CHF 62,678 CHF 83.18% 83.18%
11/07/2024 0.51% 1.80 CHF 1.81 CHF 100,000 100,000 47,115 40,153 91,434 CHF 77,889 CHF 94.25% 94.25%
10/07/2024 0.51% 1.95 CHF 1.96 CHF 100,000 100,000 47,510 40,681 93,206 CHF 80,162 CHF 96.93% 96.93%
09/07/2024 2.52% 1.95 CHF 2.00 CHF 10,000 10,000 3,993 3,993 7,854 CHF 8,054 CHF 96.78% 96.78%
08/07/2024 2.39% 1.93 CHF 1.98 CHF 10,000 10,000 4,000 4,000 8,056 CHF 8,256 CHF 97.74% 97.74%
05/07/2024 1.03% 1.95 CHF 2.00 CHF 10,000 10,000 28,720 21,684 48,480 CHF 36,985 CHF 97.89% 97.89%
04/07/2024 2.67% 1.67 CHF 1.72 CHF 5,000 5,000 11,000 11,000 18,266 CHF 18,549 CHF 79.34% 79.34%
03/07/2024 2.97% 1.63 CHF 1.68 CHF 10,000 10,000 4,121 4,121 6,775 CHF 6,981 CHF 87.30% 87.30%
02/07/2024 3.19% 1.57 CHF 1.62 CHF 10,000 10,000 4,085 4,085 6,325 CHF 6,529 CHF 98.49% 98.49%

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