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 0.95% 1.02 CHF 1.03 CHF 50,000 25,000 50,000 25,000 52,307 CHF 26,403 CHF 97.10% 97.10%
12/07/2024 0.95% 1.06 CHF 1.07 CHF 50,000 25,000 50,000 25,000 52,430 CHF 26,465 CHF 99.01% 99.01%
11/07/2024 0.92% 1.09 CHF 1.10 CHF 50,000 25,000 50,000 25,000 54,088 CHF 27,294 CHF 99.09% 99.09%
10/07/2024 0.94% 1.06 CHF 1.07 CHF 50,000 25,000 50,000 25,000 53,098 CHF 26,799 CHF 100.00% 100.00%
09/07/2024 0.92% 1.07 CHF 1.08 CHF 50,000 25,000 50,000 25,000 53,862 CHF 27,181 CHF 100.00% 100.00%
08/07/2024 0.89% 1.09 CHF 1.10 CHF 50,000 25,000 50,000 25,000 55,686 CHF 28,093 CHF 100.00% 100.00%
05/07/2024 0.88% 1.14 CHF 1.15 CHF 50,000 25,000 50,000 25,000 56,571 CHF 28,536 CHF 61.81% 61.81%
04/07/2024 1.51% 1.08 CHF 1.09 CHF 50,000 25,000 15,289 13,430 16,475 CHF 14,680 CHF 100.00% 100.00%
03/07/2024 1.51% 1.10 CHF 1.12 CHF 12,500 12,500 12,500 12,500 13,800 CHF 14,010 CHF 99.73% 99.73%
02/07/2024 1.52% 1.07 CHF 1.08 CHF 12,500 12,500 12,500 12,500 13,185 CHF 13,388 CHF 100.00% 100.00%

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