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 0.83% 1.61 CHF 1.62 CHF 50,000 50,000 36,903 36,903 59,780 CHF 60,238 CHF 94.83% 94.83%
12/07/2024 0.63% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 78,696 CHF 79,196 CHF 83.95% 83.95%
11/07/2024 0.63% 1.59 CHF 1.60 CHF 50,000 50,000 50,000 50,000 79,442 CHF 79,942 CHF 86.33% 86.33%
10/07/2024 0.60% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 83,523 CHF 84,023 CHF 100.00% 100.00%
09/07/2024 0.58% 1.74 CHF 1.75 CHF 50,000 50,000 50,000 50,000 86,210 CHF 86,710 CHF 99.90% 99.90%
08/07/2024 0.59% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 85,007 CHF 85,507 CHF 100.00% 100.00%
05/07/2024 0.58% 1.73 CHF 1.74 CHF 50,000 50,000 50,000 50,000 86,655 CHF 87,155 CHF 98.74% 98.74%
04/07/2024 0.86% 1.80 CHF 1.81 CHF 50,000 50,000 26,857 26,857 47,686 CHF 48,087 CHF 100.00% 100.00%
03/07/2024 0.92% 1.77 CHF 1.78 CHF 25,000 25,000 25,000 25,000 44,452 CHF 44,863 CHF 99.73% 99.73%
02/07/2024 0.91% 1.74 CHF 1.75 CHF 25,000 25,000 25,000 25,000 44,312 CHF 44,717 CHF 100.00% 100.00%

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