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 2.44% 0.98 CHF 1.00 CHF 60,000 20,000 52,122 20,000 52,285 CHF 20,575 CHF 97.09% 97.09%
12/07/2024 2.36% 1.06 CHF 1.08 CHF 50,000 20,000 53,232 20,000 53,261 CHF 20,513 CHF 72.07% 72.07%
11/07/2024 2.04% 1.18 CHF 1.21 CHF 50,000 10,000 49,867 10,000 60,193 CHF 12,321 CHF 92.63% 92.63%
10/07/2024 1.99% 1.28 CHF 1.30 CHF 40,000 10,000 46,303 10,000 57,600 CHF 12,706 CHF 72.28% 72.28%
09/07/2024 1.94% 1.23 CHF 1.26 CHF 50,000 10,000 46,396 10,000 57,472 CHF 12,638 CHF 96.15% 96.15%
08/07/2024 1.95% 1.20 CHF 1.23 CHF 50,000 20,000 49,033 20,000 59,597 CHF 24,801 CHF 90.19% 90.19%
05/07/2024 1.86% 1.19 CHF 1.21 CHF 50,000 20,000 49,614 19,903 59,208 CHF 24,198 CHF 98.87% 98.87%
04/07/2024 1.94% 1.18 CHF 1.20 CHF 50,000 20,000 50,000 20,000 58,804 CHF 23,981 CHF 99.56% 99.56%
03/07/2024 1.98% 1.15 CHF 1.17 CHF 50,000 20,000 50,000 20,000 57,477 CHF 23,450 CHF 95.00% 95.00%
02/07/2024 2.17% 1.03 CHF 1.05 CHF 50,000 20,000 53,320 20,000 53,536 CHF 20,547 CHF 92.97% 92.97%

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