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 1.82% 3.08 CHF 3.13 CHF 20,000 7,500 11,488 5,536 35,338 CHF 17,189 CHF 94.82% 94.82%
12/07/2024 1.50% 3.06 CHF 3.11 CHF 20,000 7,500 20,000 7,500 64,895 CHF 24,702 CHF 83.96% 83.96%
11/07/2024 1.51% 3.18 CHF 3.23 CHF 20,000 7,500 20,000 7,500 63,780 CHF 24,281 CHF 86.33% 86.33%
10/07/2024 1.39% 3.22 CHF 3.26 CHF 20,000 10,000 20,000 10,000 58,786 CHF 29,803 CHF 100.00% 100.00%
09/07/2024 1.50% 2.71 CHF 2.75 CHF 20,000 10,000 20,000 10,000 55,355 CHF 28,094 CHF 99.92% 99.92%
08/07/2024 1.47% 2.80 CHF 2.85 CHF 20,000 10,000 20,000 10,000 56,958 CHF 28,902 CHF 100.00% 100.00%
05/07/2024 1.41% 2.74 CHF 2.78 CHF 20,000 10,000 20,000 10,000 54,986 CHF 27,882 CHF 98.87% 98.87%
04/07/2024 2.24% 2.56 CHF 2.60 CHF 20,000 10,000 6,114 5,371 15,922 CHF 14,329 CHF 100.00% 100.00%
03/07/2024 2.33% 2.63 CHF 2.69 CHF 5,000 5,000 5,000 5,000 12,991 CHF 13,297 CHF 99.73% 99.73%
02/07/2024 2.13% 2.73 CHF 2.79 CHF 5,000 5,000 5,000 5,000 13,172 CHF 13,455 CHF 99.94% 99.94%

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