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 3.69% 1.29 CHF 1.33 CHF 20,000 20,000 20,000 20,000 23,902 CHF 24,799 CHF 97.10% 97.10%
12/07/2024 3.54% 1.22 CHF 1.26 CHF 20,000 20,000 20,000 20,000 23,567 CHF 24,416 CHF 99.01% 99.01%
11/07/2024 4.30% 1.10 CHF 1.15 CHF 10,000 10,000 10,000 10,000 12,908 CHF 13,472 CHF 99.07% 99.07%
10/07/2024 3.78% 1.52 CHF 1.58 CHF 40,000 10,000 34,904 10,000 57,998 CHF 17,320 CHF 98.61% 98.61%
09/07/2024 4.72% 1.72 CHF 1.79 CHF 30,000 10,000 40,598 10,000 57,859 CHF 15,035 CHF 99.29% 99.29%
08/07/2024 3.78% 1.86 CHF 1.93 CHF 30,000 10,000 30,020 10,000 53,729 CHF 18,588 CHF 100.00% 100.00%
05/07/2024 3.98% 1.80 CHF 1.87 CHF 30,000 10,000 30,006 10,000 53,943 CHF 18,706 CHF 98.85% 98.85%
04/07/2024 4.00% 1.86 CHF 1.94 CHF 30,000 10,000 30,000 10,000 57,771 CHF 20,041 CHF 97.21% 97.21%
03/07/2024 5.29% 2.03 CHF 2.13 CHF 30,000 7,500 30,369 7,500 60,247 CHF 15,714 CHF 91.04% 91.04%
02/07/2024 3.12% 2.94 CHF 3.04 CHF 20,000 7,500 20,000 7,500 64,487 CHF 24,946 CHF 98.66% 98.66%

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