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 5.40% 3.02 CHF 3.18 CHF 20,000 7,500 20,000 7,500 58,227 CHF 23,046 CHF 98.72% 98.72%
12/07/2024 6.24% 2.51 CHF 2.69 CHF 20,000 5,000 20,220 5,000 56,781 CHF 14,962 CHF 99.38% 99.38%
11/07/2024 6.53% 2.70 CHF 2.92 CHF 19,431 5,000 19,774 5,000 66,318 CHF 17,887 CHF 99.05% 99.05%
10/07/2024 8.22% 3.81 CHF 4.13 CHF 13,686 2,500 12,673 2,401 47,473 CHF 9,799 CHF 100.00% 100.00%
09/07/2024 4.73% 5.16 CHF 5.39 CHF 2,500 2,500 2,688 2,563 12,787 CHF 12,721 CHF 100.00% 100.00%
08/07/2024 5.23% 3.61 CHF 3.79 CHF 20,000 5,000 20,000 5,000 67,760 CHF 17,847 CHF 100.00% 100.00%
05/07/2024 6.20% 2.86 CHF 3.02 CHF 20,000 7,500 23,633 7,500 59,635 CHF 20,301 CHF 99.62% 99.62%
04/07/2024 6.14% 2.66 CHF 2.83 CHF 20,000 7,500 20,278 7,500 53,844 CHF 21,197 CHF 99.37% 99.37%
03/07/2024 7.62% 2.65 CHF 2.87 CHF 19,745 5,000 19,856 5,000 56,004 CHF 15,214 CHF 99.73% 99.73%
02/07/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%

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