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 8.72% 0.17 CHF 0.18 CHF 200,000 200,000 171,333 171,333 28,904 CHF 31,074 CHF 51.33% 51.33%
12/07/2024 1.29% 1.24 CHF 1.25 CHF 50,000 50,000 50,000 50,000 58,194 CHF 58,950 CHF 99.01% 99.01%
11/07/2024 1.32% 1.09 CHF 1.10 CHF 50,000 50,000 50,005 50,000 53,892 CHF 54,603 CHF 91.59% 91.59%
10/07/2024 1.47% 1.00 CHF 1.01 CHF 50,000 50,000 59,738 50,000 56,844 CHF 48,297 CHF 100.00% 100.00%
09/07/2024 1.44% 0.96 CHF 0.98 CHF 60,000 50,000 53,028 50,000 55,302 CHF 53,113 CHF 100.00% 100.00%
08/07/2024 1.45% 1.08 CHF 1.09 CHF 50,000 50,000 50,041 50,000 55,738 CHF 56,510 CHF 99.67% 99.67%
05/07/2024 1.39% 1.10 CHF 1.12 CHF 50,000 50,000 49,776 49,776 64,052 CHF 64,941 CHF 98.85% 98.85%
04/07/2024 1.32% 1.20 CHF 1.22 CHF 50,000 50,000 50,000 50,000 58,638 CHF 59,418 CHF 100.00% 100.00%
03/07/2024 1.34% 1.13 CHF 1.15 CHF 50,000 50,000 50,071 50,000 54,692 CHF 55,359 CHF 99.82% 99.82%
02/07/2024 1.54% 1.04 CHF 1.06 CHF 50,000 50,000 57,237 50,000 54,770 CHF 48,719 CHF 99.77% 99.77%

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