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 0.69% 3.27 CHF 3.28 CHF 50,000 50,000 31,348 30,641 103,258 CHF 101,501 CHF 55.57% 55.57%
12/07/2024 0.55% 3.17 CHF 3.18 CHF 50,000 50,000 38,881 38,668 122,397 CHF 122,272 CHF 33.82% 33.82%
11/07/2024 0.77% 3.07 CHF 3.08 CHF 50,000 50,000 29,598 28,017 92,445 CHF 87,998 CHF 66.53% 66.53%
10/07/2024 0.83% 3.14 CHF 3.15 CHF 50,000 50,000 27,073 25,908 84,163 CHF 81,086 CHF 90.27% 90.27%
09/07/2024 0.88% 3.02 CHF 3.03 CHF 50,000 50,000 26,315 25,255 78,711 CHF 76,152 CHF 99.31% 99.31%
08/07/2024 0.88% 2.95 CHF 2.96 CHF 50,000 50,000 27,780 26,499 81,559 CHF 78,377 CHF 82.08% 82.08%
05/07/2024 0.94% 2.87 CHF 2.88 CHF 50,000 50,000 26,523 25,465 74,152 CHF 71,778 CHF 98.35% 98.35%
04/07/2024 0.86% 2.80 CHF 2.81 CHF 50,000 50,000 27,909 27,628 77,561 CHF 77,346 CHF 81.13% 81.13%
03/07/2024 0.88% 2.70 CHF 2.71 CHF 50,000 50,000 27,560 26,693 79,050 CHF 77,109 CHF 84.87% 84.87%
02/07/2024 0.85% 2.81 CHF 2.82 CHF 50,000 50,000 29,452 27,891 82,615 CHF 78,561 CHF 67.46% 67.46%

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