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 0.87% 1.13 CHF 1.14 CHF 50,000 50,000 50,000 30,736 57,510 CHF 35,741 CHF 55.81% 55.81%
12/07/2024 0.98% 1.04 CHF 1.05 CHF 50,000 50,000 54,306 38,679 55,135 CHF 40,258 CHF 33.80% 33.80%
11/07/2024 3.83% 0.97 CHF 0.98 CHF 60,000 50,000 30,217 28,028 30,318 CHF 28,961 CHF 66.47% 66.47%
10/07/2024 5.39% 0.99 CHF 1.05 CHF 50,000 50,000 25,913 25,913 25,290 CHF 26,676 CHF 90.23% 90.23%
09/07/2024 5.99% 0.90 CHF 0.95 CHF 50,000 50,000 25,354 25,354 22,401 CHF 23,758 CHF 99.65% 99.65%
08/07/2024 5.97% 0.85 CHF 0.91 CHF 50,000 50,000 26,502 26,502 22,579 CHF 23,952 CHF 82.07% 82.07%
05/07/2024 2.38% 0.81 CHF 0.86 CHF 50,000 50,000 65,813 25,467 50,497 CHF 20,395 CHF 98.33% 98.33%
04/07/2024 6.68% 0.76 CHF 0.81 CHF 50,000 50,000 29,314 27,628 21,902 CHF 22,118 CHF 81.13% 81.13%
03/07/2024 6.44% 0.69 CHF 0.74 CHF 50,000 50,000 26,693 26,693 21,574 CHF 22,999 CHF 84.86% 84.86%
02/07/2024 6.59% 0.76 CHF 0.81 CHF 50,000 50,000 27,909 27,906 20,892 CHF 22,353 CHF 67.41% 67.41%

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