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 4.28% 0.99 CHF 1.03 CHF 60,000 25,000 51,698 25,000 52,668 CHF 26,609 CHF 98.73% 98.73%
12/07/2024 3.85% 1.13 CHF 1.17 CHF 50,000 25,000 50,000 25,000 52,930 CHF 27,502 CHF 99.38% 99.38%
11/07/2024 3.73% 1.07 CHF 1.11 CHF 50,000 25,000 58,075 25,000 55,682 CHF 24,938 CHF 98.14% 98.14%
10/07/2024 3.55% 0.89 CHF 0.93 CHF 60,000 25,000 56,250 24,013 50,655 CHF 22,357 CHF 100.00% 100.00%
09/07/2024 7.45% 0.77 CHF 0.84 CHF 12,500 12,500 13,943 12,814 12,023 CHF 11,999 CHF 100.00% 100.00%
08/07/2024 4.32% 1.13 CHF 1.18 CHF 50,000 20,000 47,913 20,000 57,068 CHF 24,960 CHF 100.00% 100.00%
05/07/2024 3.90% 1.37 CHF 1.42 CHF 40,000 20,000 40,000 20,000 59,182 CHF 30,766 CHF 99.62% 99.62%
04/07/2024 3.91% 1.44 CHF 1.50 CHF 40,000 20,000 40,000 20,000 57,630 CHF 29,962 CHF 99.37% 99.37%
03/07/2024 3.49% 1.43 CHF 1.48 CHF 40,000 25,000 40,000 25,000 55,767 CHF 36,091 CHF 99.73% 99.73%
02/07/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%

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