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 1.45% 1.12 CHF 1.14 CHF 50,000 7,500 48,778 7,500 58,612 CHF 9,153 CHF 95.02% 95.02%
12/07/2024 1.37% 1.23 CHF 1.25 CHF 50,000 7,500 43,391 7,500 54,493 CHF 9,565 CHF 98.85% 98.85%
11/07/2024 1.41% 1.21 CHF 1.23 CHF 50,000 7,500 49,686 7,500 59,869 CHF 9,168 CHF 97.00% 97.00%
10/07/2024 1.64% 1.07 CHF 1.09 CHF 50,000 7,500 50,062 7,500 52,663 CHF 8,021 CHF 100.00% 100.00%
09/07/2024 1.61% 1.08 CHF 1.09 CHF 50,000 7,500 50,000 7,500 52,592 CHF 8,016 CHF 100.00% 100.00%
08/07/2024 1.65% 1.04 CHF 1.05 CHF 50,000 7,500 50,080 7,500 51,520 CHF 7,844 CHF 99.80% 99.80%
05/07/2024 1.60% 1.02 CHF 1.04 CHF 50,000 7,500 51,916 7,500 52,425 CHF 7,705 CHF 98.81% 98.81%
04/07/2024 1.62% 0.99 CHF 1.01 CHF 60,000 7,500 59,805 7,500 58,226 CHF 7,421 CHF 100.00% 100.00%
03/07/2024 1.82% 0.87 CHF 0.89 CHF 60,000 7,500 60,521 7,500 53,051 CHF 6,698 CHF 99.73% 99.73%
02/07/2024 1.99% 0.85 CHF 0.87 CHF 60,000 7,500 62,238 7,500 52,464 CHF 6,454 CHF 100.00% 100.00%

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