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 2.60% 4.62 CHF 4.74 CHF 20,000 2,500 10,176 1,845 46,858 CHF 8,874 CHF 94.82% 94.82%
12/07/2024 2.42% 4.71 CHF 4.81 CHF 20,000 2,500 20,000 2,500 86,097 CHF 11,026 CHF 83.95% 83.95%
11/07/2024 2.37% 4.45 CHF 4.56 CHF 20,000 2,500 20,000 2,500 88,613 CHF 11,343 CHF 86.33% 86.33%
10/07/2024 2.76% 4.33 CHF 4.48 CHF 18,674 2,500 11,271 2,500 59,668 CHF 13,827 CHF 97.92% 97.92%
09/07/2024 2.40% 6.21 CHF 6.35 CHF 10,000 2,500 10,000 2,500 60,127 CHF 15,397 CHF 99.96% 99.96%
08/07/2024 2.48% 5.89 CHF 6.04 CHF 10,000 2,500 10,000 2,500 57,440 CHF 14,721 CHF 99.99% 99.99%
05/07/2024 2.67% 6.15 CHF 6.31 CHF 10,000 2,500 10,000 2,500 61,250 CHF 15,726 CHF 98.87% 98.87%
04/07/2024 2.60% 6.93 CHF 7.09 CHF 10,000 2,500 1,900 1,343 12,827 CHF 9,214 CHF 100.00% 100.00%
03/07/2024 2.54% 6.60 CHF 6.78 CHF 1,250 1,250 1,250 1,250 8,401 CHF 8,617 CHF 99.73% 99.73%
02/07/2024 3.09% 6.19 CHF 6.40 CHF 1,000 1,000 1,000 1,000 6,704 CHF 6,915 CHF 99.99% 99.99%

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