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 0.61% 3.64 CHF 3.65 CHF 50,000 50,000 31,436 30,732 115,299 CHF 113,286 CHF 55.83% 55.83%
12/07/2024 0.49% 3.54 CHF 3.55 CHF 50,000 50,000 38,879 38,666 136,917 CHF 136,708 CHF 33.82% 33.82%
11/07/2024 0.70% 3.44 CHF 3.45 CHF 50,000 50,000 29,597 28,016 103,534 CHF 98,498 CHF 66.54% 66.54%
10/07/2024 0.74% 3.52 CHF 3.53 CHF 50,000 50,000 27,073 25,908 94,340 CHF 90,826 CHF 90.28% 90.28%
09/07/2024 0.75% 3.39 CHF 3.40 CHF 50,000 50,000 26,404 25,348 88,879 CHF 85,920 CHF 99.69% 99.69%
08/07/2024 0.76% 3.33 CHF 3.34 CHF 50,000 50,000 27,615 26,325 91,370 CHF 87,671 CHF 81.52% 81.52%
05/07/2024 0.82% 3.25 CHF 3.26 CHF 50,000 50,000 26,521 25,462 84,099 CHF 81,318 CHF 98.37% 98.37%
04/07/2024 0.76% 3.17 CHF 3.18 CHF 50,000 50,000 27,909 27,628 88,053 CHF 87,732 CHF 81.13% 81.13%
03/07/2024 0.74% 3.08 CHF 3.09 CHF 50,000 50,000 27,560 26,693 89,421 CHF 87,126 CHF 84.87% 84.87%
02/07/2024 0.74% 3.18 CHF 3.19 CHF 50,000 50,000 29,455 27,894 93,716 CHF 89,068 CHF 67.48% 67.48%

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