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 0.93% 1.91 CHF 1.92 CHF 100,000 100,000 47,422 40,601 90,665 CHF 78,328 CHF 97.86% 97.86%
12/07/2024 0.92% 1.94 CHF 1.95 CHF 100,000 100,000 47,181 40,207 90,774 CHF 77,858 CHF 97.31% 97.31%
11/07/2024 0.79% 1.99 CHF 2.00 CHF 100,000 100,000 47,132 40,264 103,972 CHF 88,868 CHF 99.03% 99.03%
10/07/2024 0.78% 2.16 CHF 2.17 CHF 100,000 100,000 47,183 40,321 106,649 CHF 91,543 CHF 99.30% 99.30%
09/07/2024 2.96% 2.28 CHF 2.34 CHF 10,000 10,000 4,023 4,023 9,111 CHF 9,371 CHF 99.65% 99.65%
08/07/2024 2.93% 2.27 CHF 2.33 CHF 10,000 10,000 4,023 4,023 9,179 CHF 9,439 CHF 99.55% 99.55%
05/07/2024 1.26% 2.29 CHF 2.35 CHF 10,000 10,000 28,467 21,819 63,179 CHF 49,013 CHF 92.20% 92.20%
04/07/2024 2.89% 2.20 CHF 2.27 CHF 5,000 5,000 10,065 10,065 22,132 CHF 22,555 CHF 99.02% 99.02%
03/07/2024 2.86% 2.16 CHF 2.22 CHF 10,000 10,000 4,077 4,077 9,302 CHF 9,566 CHF 98.67% 98.67%
02/07/2024 3.20% 2.14 CHF 2.20 CHF 10,000 10,000 2,788 2,788 5,940 CHF 6,130 CHF 81.63% 81.63%

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