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 1.29% 1.63 CHF 1.65 CHF 50,000 50,000 50,000 50,000 81,196 CHF 82,254 CHF 98.73% 98.73%
12/07/2024 1.33% 1.59 CHF 1.61 CHF 50,000 50,000 50,000 50,000 77,285 CHF 78,316 CHF 99.38% 99.38%
11/07/2024 1.36% 1.52 CHF 1.54 CHF 50,000 50,000 50,000 50,000 74,321 CHF 75,337 CHF 94.92% 94.92%
10/07/2024 1.45% 1.42 CHF 1.44 CHF 50,000 50,000 50,000 50,000 69,964 CHF 70,984 CHF 99.42% 99.42%
09/07/2024 1.98% 1.41 CHF 1.45 CHF 25,000 25,000 26,552 26,552 38,960 CHF 39,721 CHF 97.84% 97.84%
08/07/2024 0.81% 1.47 CHF 1.49 CHF 50,000 50,000 50,000 50,000 73,334 CHF 73,932 CHF 98.16% 98.16%
05/07/2024 0.86% 1.37 CHF 1.38 CHF 50,000 50,000 50,000 50,000 70,658 CHF 71,268 CHF 99.39% 99.39%
04/07/2024 0.89% 1.40 CHF 1.41 CHF 50,000 50,000 50,000 50,000 69,390 CHF 70,010 CHF 98.25% 98.25%
03/07/2024 0.93% 1.32 CHF 1.34 CHF 50,000 50,000 50,000 50,000 65,130 CHF 65,737 CHF 97.38% 97.38%
02/07/2024 0.99% 1.25 CHF 1.26 CHF 50,000 50,000 50,000 50,000 60,724 CHF 61,329 CHF 93.42% 93.42%

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