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 0.89% 1.10 CHF 1.11 CHF 50,000 25,000 50,000 25,000 55,907 CHF 28,203 CHF 97.10% 97.10%
12/07/2024 0.89% 1.13 CHF 1.14 CHF 50,000 25,000 50,000 25,000 55,958 CHF 28,229 CHF 99.01% 99.01%
11/07/2024 0.86% 1.16 CHF 1.17 CHF 50,000 25,000 50,000 25,000 57,629 CHF 29,064 CHF 99.09% 99.09%
10/07/2024 0.88% 1.13 CHF 1.14 CHF 50,000 25,000 50,000 25,000 56,670 CHF 28,585 CHF 100.00% 100.00%
09/07/2024 0.87% 1.14 CHF 1.15 CHF 50,000 25,000 50,000 25,000 57,451 CHF 28,975 CHF 100.00% 100.00%
08/07/2024 0.84% 1.16 CHF 1.17 CHF 50,000 25,000 50,000 25,000 59,322 CHF 29,911 CHF 100.00% 100.00%
05/07/2024 0.83% 1.21 CHF 1.22 CHF 50,000 25,000 50,000 25,000 60,136 CHF 30,318 CHF 61.81% 61.81%
04/07/2024 1.45% 1.15 CHF 1.16 CHF 50,000 25,000 15,289 13,430 17,556 CHF 15,636 CHF 100.00% 100.00%
03/07/2024 1.44% 1.17 CHF 1.19 CHF 12,500 12,500 12,500 12,500 14,681 CHF 14,894 CHF 99.73% 99.73%
02/07/2024 1.59% 1.14 CHF 1.16 CHF 12,500 12,500 12,500 12,500 14,066 CHF 14,291 CHF 100.00% 100.00%

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