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 2.63% 0.93 CHF 0.96 CHF 60,000 7,500 52,238 7,500 53,273 CHF 7,869 CHF 95.03% 95.03%
12/07/2024 2.53% 1.06 CHF 1.08 CHF 50,000 7,500 50,000 7,500 54,187 CHF 8,336 CHF 99.01% 99.01%
11/07/2024 2.61% 1.03 CHF 1.05 CHF 50,000 7,500 51,555 7,500 52,514 CHF 7,851 CHF 97.35% 97.35%
10/07/2024 3.16% 0.87 CHF 0.89 CHF 60,000 7,500 62,411 7,500 52,416 CHF 6,507 CHF 100.00% 100.00%
09/07/2024 3.10% 0.87 CHF 0.89 CHF 60,000 7,500 63,958 7,500 53,803 CHF 6,516 CHF 100.00% 100.00%
08/07/2024 2.61% 0.84 CHF 0.87 CHF 60,000 7,500 65,968 7,500 54,769 CHF 6,400 CHF 99.80% 99.80%
05/07/2024 2.32% 0.82 CHF 0.83 CHF 70,000 7,500 68,673 7,500 55,407 CHF 6,198 CHF 98.81% 98.81%
04/07/2024 2.10% 0.78 CHF 0.80 CHF 70,000 7,500 70,652 7,500 54,106 CHF 5,871 CHF 100.00% 100.00%
03/07/2024 2.26% 0.66 CHF 0.67 CHF 80,000 7,500 81,446 7,500 53,647 CHF 5,060 CHF 99.73% 99.73%
02/07/2024 2.66% 0.63 CHF 0.65 CHF 80,000 7,500 85,305 7,500 53,149 CHF 4,803 CHF 100.00% 100.00%

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