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 2.99% 4.20 CHF 4.27 CHF 20,000 10,000 20,000 6,071 81,353 CHF 25,516 CHF 99.32% 99.32%
12/07/2024 2.96% 4.48 CHF 4.55 CHF 20,000 10,000 20,000 5,805 91,327 CHF 27,110 CHF 99.63% 99.63%
11/07/2024 2.85% 4.96 CHF 5.03 CHF 20,000 10,000 19,941 6,142 93,535 CHF 29,822 CHF 93.16% 93.16%
10/07/2024 2.59% 4.96 CHF 5.02 CHF 20,000 10,000 19,090 6,330 90,775 CHF 31,118 CHF 80.03% 80.03%
09/07/2024 2.84% 4.55 CHF 4.61 CHF 20,000 10,000 20,000 6,068 84,598 CHF 26,547 CHF 99.61% 99.61%
08/07/2024 2.78% 4.01 CHF 4.07 CHF 20,000 10,000 20,000 6,068 75,736 CHF 23,669 CHF 99.61% 99.61%
05/07/2024 2.84% 3.83 CHF 3.89 CHF 20,000 10,000 20,000 6,088 77,530 CHF 24,276 CHF 98.31% 98.31%
04/07/2024 2.76% 3.91 CHF 3.97 CHF 20,000 10,000 20,000 6,212 78,576 CHF 25,043 CHF 88.23% 88.23%
03/07/2024 2.80% 3.97 CHF 4.03 CHF 20,000 10,000 20,000 6,073 80,295 CHF 24,984 CHF 99.63% 99.63%
02/07/2024 2.79% 4.56 CHF 4.63 CHF 20,000 10,000 20,000 6,067 96,416 CHF 29,833 CHF 99.62% 99.62%

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