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 0.87% 1.99 CHF 2.01 CHF 30,000 7,500 30,000 7,500 62,789 CHF 15,835 CHF 92.97% 92.97%
12/07/2024 0.82% 2.13 CHF 2.15 CHF 30,000 7,500 30,000 7,500 64,886 CHF 16,355 CHF 99.01% 99.01%
11/07/2024 0.84% 2.10 CHF 2.12 CHF 30,000 7,500 30,000 7,500 62,628 CHF 15,788 CHF 97.35% 97.35%
10/07/2024 0.89% 1.92 CHF 1.93 CHF 30,000 7,500 30,000 7,500 56,636 CHF 14,285 CHF 100.00% 100.00%
09/07/2024 0.86% 1.92 CHF 1.94 CHF 30,000 7,500 30,000 7,500 56,674 CHF 14,291 CHF 100.00% 100.00%
08/07/2024 0.90% 1.88 CHF 1.90 CHF 30,000 7,500 30,000 7,500 56,179 CHF 14,172 CHF 99.80% 99.80%
05/07/2024 0.93% 1.86 CHF 1.88 CHF 30,000 7,500 30,000 7,500 55,409 CHF 13,981 CHF 98.81% 98.81%
04/07/2024 0.93% 1.82 CHF 1.83 CHF 30,000 7,500 30,005 7,500 53,808 CHF 13,576 CHF 100.00% 100.00%
03/07/2024 0.98% 1.65 CHF 1.67 CHF 40,000 7,500 34,467 7,500 56,964 CHF 12,549 CHF 99.73% 99.73%
02/07/2024 1.01% 1.62 CHF 1.64 CHF 40,000 7,500 40,000 7,500 64,344 CHF 12,187 CHF 100.00% 100.00%

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