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 3.22% 5.75 CHF 5.85 CHF 50,000 50,000 19,036 19,036 104,817 CHF 107,494 CHF 95.49% 95.49%
12/07/2024 3.15% 5.55 CHF 5.65 CHF 50,000 50,000 18,714 18,714 103,220 CHF 105,873 CHF 99.17% 99.17%
11/07/2024 2.59% 5.59 CHF 5.69 CHF 30,000 30,000 14,413 11,295 93,740 CHF 73,816 CHF 97.72% 97.72%
10/07/2024 2.71% 6.36 CHF 6.46 CHF 50,000 50,000 18,828 18,828 122,292 CHF 124,954 CHF 97.92% 97.92%
09/07/2024 2.46% 6.75 CHF 6.85 CHF 30,000 30,000 14,338 11,205 101,046 CHF 80,094 CHF 99.55% 99.55%
08/07/2024 3.61% 7.02 CHF 7.17 CHF 30,000 30,000 14,413 11,295 103,328 CHF 83,028 CHF 97.70% 97.70%
05/07/2024 2.64% 7.17 CHF 7.27 CHF 30,000 30,000 14,526 11,431 98,618 CHF 79,915 CHF 95.40% 95.40%
04/07/2024 3.00% 6.42 CHF 6.62 CHF 10,000 6,000 10,000 6,000 65,739 CHF 40,643 CHF 89.42% 89.42%
03/07/2024 2.75% 6.52 CHF 6.62 CHF 30,000 30,000 14,442 11,331 92,124 CHF 73,915 CHF 97.21% 97.21%
02/07/2024 2.92% 6.18 CHF 6.28 CHF 50,000 50,000 18,732 18,732 113,874 CHF 116,529 CHF 98.65% 98.65%

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