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 1.09% 3.04 CHF 3.05 CHF 20,000 10,000 20,000 5,914 61,424 CHF 18,296 CHF 88.06% 88.06%
12/07/2024 1.01% 3.14 CHF 3.15 CHF 20,000 10,000 20,000 5,828 66,950 CHF 19,550 CHF 97.95% 97.95%
11/07/2024 1.02% 3.22 CHF 3.23 CHF 20,000 10,000 20,000 5,810 65,717 CHF 19,163 CHF 99.02% 99.02%
10/07/2024 1.04% 3.85 CHF 3.86 CHF 20,000 10,000 20,000 5,808 67,052 CHF 20,099 CHF 99.46% 99.46%
09/07/2024 1.21% 3.32 CHF 3.33 CHF 20,000 10,000 20,000 5,809 57,617 CHF 17,330 CHF 99.43% 99.43%
08/07/2024 0.75% 2.68 CHF 2.69 CHF 20,000 10,000 28,147 5,851 69,034 CHF 14,685 CHF 94.51% 94.51%
05/07/2024 0.75% 2.19 CHF 2.20 CHF 30,000 10,000 22,352 5,827 54,617 CHF 14,194 CHF 98.10% 98.10%
04/07/2024 0.71% 2.62 CHF 2.63 CHF 20,000 10,000 20,000 5,814 52,566 CHF 15,389 CHF 99.13% 99.13%
03/07/2024 0.63% 2.59 CHF 2.60 CHF 20,000 10,000 20,000 5,816 58,302 CHF 16,782 CHF 99.40% 99.40%
02/07/2024 0.60% 3.08 CHF 3.09 CHF 20,000 10,000 20,000 5,819 62,537 CHF 18,275 CHF 98.20% 98.20%

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