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 3.78% 1.40 CHF 1.43 CHF 40,000 25,000 40,000 13,214 53,923 CHF 18,587 CHF 99.33% 99.33%
12/07/2024 3.74% 1.52 CHF 1.55 CHF 40,000 20,000 40,000 11,873 62,463 CHF 19,099 CHF 99.63% 99.63%
11/07/2024 3.61% 1.73 CHF 1.76 CHF 30,000 20,000 37,750 12,234 60,761 CHF 20,635 CHF 92.56% 92.56%
10/07/2024 3.17% 1.73 CHF 1.76 CHF 30,000 25,000 35,045 13,989 57,398 CHF 23,984 CHF 80.03% 80.03%
09/07/2024 3.49% 1.56 CHF 1.58 CHF 40,000 25,000 40,000 13,204 56,866 CHF 19,618 CHF 99.61% 99.61%
08/07/2024 3.49% 1.33 CHF 1.36 CHF 40,000 25,000 48,339 13,205 59,897 CHF 17,018 CHF 99.62% 99.62%
05/07/2024 3.55% 1.26 CHF 1.28 CHF 40,000 25,000 40,000 13,263 51,133 CHF 17,564 CHF 98.32% 98.32%
04/07/2024 3.44% 1.29 CHF 1.32 CHF 40,000 25,000 40,000 13,636 51,994 CHF 18,290 CHF 88.23% 88.23%
03/07/2024 3.49% 1.32 CHF 1.34 CHF 40,000 25,000 40,000 13,220 53,421 CHF 18,171 CHF 99.62% 99.62%
02/07/2024 3.50% 1.57 CHF 1.60 CHF 40,000 20,000 32,150 11,871 54,043 CHF 20,500 CHF 99.63% 99.63%

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