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 0.83% 1.18 CHF 1.19 CHF 50,000 25,000 49,995 25,000 60,276 CHF 30,391 CHF 97.10% 97.10%
12/07/2024 0.83% 1.22 CHF 1.23 CHF 50,000 25,000 50,000 25,000 60,337 CHF 30,419 CHF 99.01% 99.01%
11/07/2024 0.80% 1.25 CHF 1.26 CHF 40,000 25,000 46,685 25,000 57,896 CHF 31,274 CHF 99.09% 99.09%
10/07/2024 0.82% 1.22 CHF 1.23 CHF 50,000 25,000 50,000 25,000 61,063 CHF 30,782 CHF 100.00% 100.00%
09/07/2024 0.81% 1.23 CHF 1.24 CHF 50,000 25,000 48,303 25,000 59,646 CHF 31,134 CHF 100.00% 100.00%
08/07/2024 0.78% 1.25 CHF 1.26 CHF 40,000 25,000 40,000 25,000 50,846 CHF 32,029 CHF 100.00% 100.00%
05/07/2024 0.77% 1.30 CHF 1.31 CHF 40,000 25,000 40,000 25,000 51,541 CHF 32,463 CHF 61.81% 61.81%
04/07/2024 1.34% 1.24 CHF 1.25 CHF 50,000 25,000 15,289 13,430 18,901 CHF 16,812 CHF 100.00% 100.00%
03/07/2024 1.37% 1.26 CHF 1.28 CHF 12,500 12,500 12,500 12,500 15,769 CHF 15,986 CHF 99.73% 99.73%
02/07/2024 1.44% 1.22 CHF 1.24 CHF 12,500 12,500 12,500 12,500 15,159 CHF 15,379 CHF 100.00% 100.00%

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