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 1.40% 2.03 CHF 2.06 CHF 30,000 25,000 30,000 25,000 60,790 CHF 51,371 CHF 60.65% 60.65%
12/07/2024 1.49% 2.03 CHF 2.06 CHF 30,000 25,000 30,000 25,000 58,947 CHF 49,861 CHF 99.01% 99.01%
11/07/2024 1.49% 1.94 CHF 1.97 CHF 30,000 25,000 30,000 25,000 57,241 CHF 48,417 CHF 99.09% 99.09%
10/07/2024 1.47% 1.83 CHF 1.86 CHF 30,000 25,000 30,000 25,000 55,647 CHF 47,057 CHF 100.00% 100.00%
09/07/2024 1.53% 1.82 CHF 1.85 CHF 30,000 25,000 30,000 25,000 55,468 CHF 46,935 CHF 100.00% 100.00%
08/07/2024 1.51% 1.89 CHF 1.92 CHF 30,000 25,000 30,000 25,000 57,171 CHF 48,367 CHF 100.00% 100.00%
05/07/2024 1.46% 1.87 CHF 1.89 CHF 30,000 25,000 30,000 25,000 57,047 CHF 48,237 CHF 98.86% 98.86%
04/07/2024 1.56% 1.82 CHF 1.85 CHF 30,000 25,000 30,000 25,000 55,109 CHF 46,646 CHF 100.00% 100.00%
03/07/2024 1.60% 1.76 CHF 1.79 CHF 30,000 25,000 30,089 25,000 52,632 CHF 44,444 CHF 99.82% 99.82%
02/07/2024 1.82% 1.59 CHF 1.62 CHF 40,000 25,000 40,000 25,000 62,705 CHF 39,909 CHF 100.00% 100.00%

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