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 2.71% 0.85 CHF 0.87 CHF 60,000 20,000 60,000 20,000 52,470 CHF 17,970 CHF 97.09% 97.09%
12/07/2024 2.68% 0.93 CHF 0.95 CHF 60,000 20,000 60,177 20,000 52,538 CHF 17,939 CHF 71.52% 71.52%
11/07/2024 2.23% 1.04 CHF 1.07 CHF 50,000 10,000 50,000 10,000 53,162 CHF 10,873 CHF 92.63% 92.63%
10/07/2024 2.05% 1.13 CHF 1.15 CHF 50,000 10,000 50,000 10,000 54,995 CHF 11,226 CHF 72.28% 72.28%
09/07/2024 2.16% 1.08 CHF 1.11 CHF 50,000 10,000 50,000 10,000 54,504 CHF 11,139 CHF 96.15% 96.15%
08/07/2024 2.26% 1.06 CHF 1.08 CHF 50,000 20,000 50,000 20,000 53,510 CHF 21,892 CHF 90.19% 90.19%
05/07/2024 2.29% 1.05 CHF 1.07 CHF 50,000 20,000 49,614 19,903 52,053 CHF 21,364 CHF 98.87% 98.87%
04/07/2024 2.16% 1.03 CHF 1.06 CHF 50,000 20,000 50,000 20,000 51,654 CHF 21,113 CHF 99.56% 99.56%
03/07/2024 2.24% 1.01 CHF 1.03 CHF 50,000 20,000 52,942 20,000 53,288 CHF 20,611 CHF 95.00% 95.00%
02/07/2024 2.60% 0.90 CHF 0.92 CHF 60,000 20,000 60,000 20,000 52,346 CHF 17,908 CHF 92.97% 92.97%

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