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 2.37% 2.34 CHF 2.40 CHF 10,000 10,000 10,000 10,000 24,614 CHF 25,205 CHF 97.10% 97.10%
12/07/2024 2.43% 2.45 CHF 2.51 CHF 10,000 10,000 10,000 10,000 25,020 CHF 25,636 CHF 99.01% 99.01%
11/07/2024 2.16% 2.59 CHF 2.64 CHF 10,000 10,000 10,000 10,000 24,080 CHF 24,606 CHF 99.08% 99.08%
10/07/2024 2.32% 2.19 CHF 2.24 CHF 20,000 20,000 20,000 20,000 41,628 CHF 42,605 CHF 98.61% 98.61%
09/07/2024 2.10% 2.04 CHF 2.09 CHF 20,000 20,000 20,000 20,000 44,767 CHF 45,715 CHF 99.29% 99.29%
08/07/2024 2.34% 1.95 CHF 1.99 CHF 20,000 20,000 20,000 20,000 39,907 CHF 40,850 CHF 100.00% 100.00%
05/07/2024 2.18% 1.99 CHF 2.03 CHF 20,000 20,000 20,000 20,000 39,812 CHF 40,688 CHF 98.86% 98.86%
04/07/2024 2.22% 1.94 CHF 1.99 CHF 20,000 20,000 20,000 20,000 38,227 CHF 39,084 CHF 97.22% 97.22%
03/07/2024 1.98% 1.83 CHF 1.87 CHF 20,000 20,000 20,000 20,000 36,861 CHF 37,595 CHF 91.04% 91.04%
02/07/2024 2.69% 1.51 CHF 1.55 CHF 20,000 20,000 20,000 20,000 28,158 CHF 28,925 CHF 98.62% 98.62%

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