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 2.01% 1.35 CHF 1.37 CHF 50,000 50,000 42,183 29,114 57,439 CHF 40,217 CHF 98.56% 98.56%
12/07/2024 2.09% 1.48 CHF 1.50 CHF 50,000 50,000 42,171 29,000 55,934 CHF 39,574 CHF 99.62% 99.62%
11/07/2024 1.96% 1.35 CHF 1.37 CHF 50,000 50,000 42,383 29,380 59,069 CHF 41,547 CHF 90.14% 90.14%
10/07/2024 2.26% 1.36 CHF 1.38 CHF 50,000 50,000 49,508 29,032 61,129 CHF 37,574 CHF 97.61% 97.61%
09/07/2024 5.43% 1.15 CHF 1.21 CHF 5,000 5,000 2,910 2,910 3,495 CHF 3,688 CHF 96.08% 96.08%
08/07/2024 6.26% 1.07 CHF 1.13 CHF 5,000 5,000 2,899 2,899 3,077 CHF 3,270 CHF 99.52% 99.52%
05/07/2024 4.28% 0.96 CHF 1.02 CHF 5,000 5,000 56,557 19,685 44,554 CHF 16,243 CHF 95.74% 95.74%
04/07/2024 8.26% 0.73 CHF 0.80 CHF 1,000 1,000 9,485 2,107 7,256 CHF 1,701 CHF 91.12% 91.12%
03/07/2024 8.62% 0.75 CHF 0.81 CHF 5,000 5,000 2,869 2,869 2,155 CHF 2,345 CHF 99.61% 99.61%
02/07/2024 11.12% 0.62 CHF 0.68 CHF 5,000 5,000 2,928 2,926 1,712 CHF 1,903 CHF 89.71% 89.71%

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