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 0.66% 2.68 CHF 2.70 CHF 20,000 7,500 20,000 7,500 55,660 CHF 21,010 CHF 92.97% 92.97%
12/07/2024 0.62% 2.82 CHF 2.84 CHF 20,000 7,500 20,000 7,500 57,057 CHF 21,530 CHF 99.01% 99.01%
11/07/2024 0.63% 2.79 CHF 2.81 CHF 20,000 7,500 20,000 7,500 55,623 CHF 20,991 CHF 97.35% 97.35%
10/07/2024 0.66% 2.61 CHF 2.63 CHF 20,000 7,500 20,041 7,500 51,700 CHF 19,478 CHF 100.00% 100.00%
09/07/2024 0.64% 2.61 CHF 2.63 CHF 20,000 7,500 20,000 7,500 51,603 CHF 19,476 CHF 100.00% 100.00%
08/07/2024 0.67% 2.57 CHF 2.59 CHF 20,000 7,500 20,000 7,500 51,307 CHF 19,370 CHF 99.80% 99.80%
05/07/2024 0.67% 2.55 CHF 2.57 CHF 20,000 7,500 21,199 7,500 53,758 CHF 19,172 CHF 98.81% 98.81%
04/07/2024 0.65% 2.51 CHF 2.53 CHF 20,000 7,500 24,921 7,500 61,899 CHF 18,775 CHF 100.00% 100.00%
03/07/2024 0.75% 2.35 CHF 2.37 CHF 30,000 7,500 30,000 7,500 70,502 CHF 17,758 CHF 99.73% 99.73%
02/07/2024 0.70% 2.32 CHF 2.33 CHF 30,000 7,500 30,000 7,500 69,074 CHF 17,390 CHF 100.00% 100.00%

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