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% 1.43 CHF 1.45 CHF 40,000 20,000 40,000 20,000 58,091 CHF 29,635 CHF 97.10% 97.10%
12/07/2024 2.04% 1.50 CHF 1.54 CHF 40,000 20,000 40,000 20,000 57,857 CHF 29,526 CHF 72.07% 72.07%
11/07/2024 1.94% 1.67 CHF 1.70 CHF 30,000 10,000 30,681 10,000 51,922 CHF 17,263 CHF 92.63% 92.63%
10/07/2024 2.01% 1.78 CHF 1.81 CHF 30,000 10,000 30,000 10,000 52,145 CHF 17,735 CHF 72.28% 72.28%
09/07/2024 1.86% 1.73 CHF 1.76 CHF 30,000 10,000 30,000 10,000 52,142 CHF 17,706 CHF 96.15% 96.15%
08/07/2024 2.01% 1.69 CHF 1.72 CHF 30,000 20,000 30,000 20,000 51,197 CHF 34,826 CHF 90.19% 90.19%
05/07/2024 2.11% 1.68 CHF 1.71 CHF 30,000 20,000 31,721 19,903 53,111 CHF 34,052 CHF 98.87% 98.87%
04/07/2024 2.03% 1.66 CHF 1.69 CHF 40,000 20,000 36,389 20,000 60,201 CHF 33,806 CHF 99.56% 99.56%
03/07/2024 2.00% 1.63 CHF 1.66 CHF 40,000 20,000 39,482 20,000 64,260 CHF 33,220 CHF 95.00% 95.00%
02/07/2024 2.22% 1.49 CHF 1.52 CHF 40,000 20,000 40,000 20,000 58,395 CHF 29,854 CHF 92.97% 92.97%

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