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 16.82% 1.37 CHF 1.65 CHF 40,000 2,500 39,670 2,500 59,512 CHF 4,441 CHF 98.73% 98.73%
12/07/2024 14.77% 1.81 CHF 2.08 CHF 30,000 2,500 31,071 2,500 53,571 CHF 5,007 CHF 99.38% 99.38%
11/07/2024 14.00% 1.85 CHF 2.12 CHF 30,000 2,500 30,000 2,500 54,504 CHF 5,224 CHF 99.15% 99.15%
10/07/2024 15.11% 1.79 CHF 2.06 CHF 30,000 2,500 38,695 2,500 62,101 CHF 4,677 CHF 100.00% 100.00%
09/07/2024 16.30% 1.56 CHF 1.88 CHF 40,000 2,000 30,471 2,000 55,007 CHF 4,256 CHF 100.00% 100.00%
08/07/2024 14.74% 2.05 CHF 2.35 CHF 30,000 2,000 30,000 2,000 57,360 CHF 4,432 CHF 100.00% 100.00%
05/07/2024 10.54% 1.99 CHF 2.23 CHF 30,000 2,500 30,000 2,500 64,940 CHF 6,012 CHF 99.61% 99.61%
04/07/2024 15.25% 1.46 CHF 1.71 CHF 40,000 2,500 38,605 2,500 58,643 CHF 4,441 CHF 100.00% 100.00%
03/07/2024 13.01% 1.54 CHF 1.74 CHF 40,000 2,500 40,000 2,500 57,393 CHF 4,085 CHF 99.73% 99.73%
02/07/2024 15.80% 1.22 CHF 1.42 CHF 50,000 2,500 48,673 2,500 57,009 CHF 3,438 CHF 99.99% 99.99%

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