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 0.55% 2.96 CHF 2.97 CHF 50,000 50,000 31,438 30,734 93,968 CHF 92,319 CHF 55.82% 55.82%
12/07/2024 0.48% 2.86 CHF 2.87 CHF 50,000 50,000 38,886 38,673 110,513 CHF 110,381 CHF 33.81% 33.81%
11/07/2024 0.64% 2.76 CHF 2.77 CHF 50,000 50,000 29,602 28,021 83,434 CHF 79,361 CHF 66.51% 66.51%
10/07/2024 0.65% 2.83 CHF 2.84 CHF 50,000 50,000 27,075 25,910 75,918 CHF 73,054 CHF 90.25% 90.25%
09/07/2024 0.68% 2.71 CHF 2.72 CHF 50,000 50,000 26,407 25,352 70,948 CHF 68,575 CHF 99.67% 99.67%
08/07/2024 0.68% 2.64 CHF 2.65 CHF 50,000 50,000 27,617 26,328 72,678 CHF 69,714 CHF 81.50% 81.50%
05/07/2024 0.73% 2.56 CHF 2.57 CHF 50,000 50,000 34,256 25,464 85,132 CHF 63,870 CHF 98.35% 98.35%
04/07/2024 0.69% 2.49 CHF 2.50 CHF 50,000 50,000 35,273 27,628 87,196 CHF 68,759 CHF 81.13% 81.13%
03/07/2024 0.65% 2.39 CHF 2.40 CHF 50,000 50,000 27,561 26,694 70,609 CHF 68,769 CHF 84.86% 84.86%
02/07/2024 0.70% 2.50 CHF 2.51 CHF 50,000 50,000 29,794 27,896 74,388 CHF 69,878 CHF 67.43% 67.43%

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