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 0.74% 1.74 CHF 1.75 CHF 50,000 50,000 36,905 36,905 64,622 CHF 65,068 CHF 94.82% 94.82%
12/07/2024 0.58% 1.75 CHF 1.76 CHF 50,000 50,000 50,000 50,000 85,282 CHF 85,782 CHF 83.96% 83.96%
11/07/2024 0.58% 1.72 CHF 1.73 CHF 50,000 50,000 50,000 50,000 85,972 CHF 86,472 CHF 86.34% 86.34%
10/07/2024 0.55% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 90,068 CHF 90,568 CHF 100.00% 100.00%
09/07/2024 0.54% 1.87 CHF 1.88 CHF 50,000 50,000 50,000 50,000 92,761 CHF 93,261 CHF 100.00% 100.00%
08/07/2024 0.54% 1.84 CHF 1.85 CHF 50,000 50,000 50,000 50,000 91,583 CHF 92,083 CHF 100.00% 100.00%
05/07/2024 0.54% 1.87 CHF 1.88 CHF 50,000 50,000 50,000 50,000 93,198 CHF 93,698 CHF 98.87% 98.87%
04/07/2024 0.82% 1.93 CHF 1.94 CHF 50,000 50,000 26,857 26,857 51,194 CHF 51,603 CHF 100.00% 100.00%
03/07/2024 0.86% 1.90 CHF 1.92 CHF 25,000 25,000 25,000 25,000 47,727 CHF 48,140 CHF 99.73% 99.73%
02/07/2024 0.85% 1.87 CHF 1.88 CHF 25,000 25,000 25,000 25,000 47,592 CHF 47,998 CHF 99.75% 99.75%

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