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 2.14% 1.89 CHF 1.93 CHF 30,000 25,000 30,000 25,000 56,828 CHF 48,382 CHF 98.73% 98.73%
12/07/2024 2.07% 1.96 CHF 2.01 CHF 30,000 25,000 30,000 25,000 62,685 CHF 53,330 CHF 99.38% 99.38%
11/07/2024 2.15% 2.15 CHF 2.20 CHF 30,000 25,000 30,000 25,000 68,093 CHF 57,978 CHF 94.94% 94.94%
10/07/2024 1.93% 2.49 CHF 2.54 CHF 30,000 20,000 20,240 20,000 51,846 CHF 52,252 CHF 99.31% 99.31%
09/07/2024 2.78% 2.49 CHF 2.56 CHF 12,500 12,500 13,714 13,391 32,194 CHF 32,278 CHF 99.84% 99.84%
08/07/2024 1.36% 2.37 CHF 2.41 CHF 30,000 20,000 28,689 20,000 68,702 CHF 48,709 CHF 98.99% 98.99%
05/07/2024 1.17% 2.76 CHF 2.79 CHF 20,000 20,000 20,014 20,000 52,188 CHF 52,768 CHF 99.45% 99.45%
04/07/2024 1.30% 2.65 CHF 2.69 CHF 20,000 20,000 20,001 20,000 54,087 CHF 54,791 CHF 98.25% 98.25%
03/07/2024 1.33% 2.95 CHF 2.99 CHF 20,000 20,000 20,000 20,000 61,710 CHF 62,535 CHF 99.31% 99.31%
02/07/2024 1.01% 3.36 CHF 3.40 CHF 20,000 20,000 20,000 20,000 70,069 CHF 70,781 CHF 93.41% 93.41%

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