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 0.94% 3.63 CHF 3.64 CHF 20,000 10,000 20,000 5,911 71,340 CHF 21,314 CHF 88.19% 88.19%
12/07/2024 1.03% 3.53 CHF 3.54 CHF 20,000 10,000 20,000 5,823 66,112 CHF 19,569 CHF 98.33% 98.33%
11/07/2024 1.02% 3.46 CHF 3.47 CHF 20,000 10,000 20,000 5,806 67,629 CHF 19,896 CHF 99.09% 99.09%
10/07/2024 1.00% 2.86 CHF 2.87 CHF 20,000 10,000 20,000 5,806 66,588 CHF 19,083 CHF 99.53% 99.53%
09/07/2024 0.88% 3.39 CHF 3.40 CHF 20,000 10,000 20,000 5,805 76,140 CHF 21,869 CHF 99.59% 99.59%
08/07/2024 0.43% 4.04 CHF 4.05 CHF 20,000 10,000 20,000 5,847 84,866 CHF 24,754 CHF 94.64% 94.64%
05/07/2024 0.44% 4.55 CHF 4.56 CHF 20,000 10,000 20,000 5,824 85,359 CHF 25,237 CHF 98.26% 98.26%
04/07/2024 0.46% 4.14 CHF 4.15 CHF 20,000 10,000 20,000 5,814 82,495 CHF 24,072 CHF 99.16% 99.16%
03/07/2024 0.49% 4.17 CHF 4.18 CHF 20,000 10,000 20,000 5,813 77,057 CHF 22,756 CHF 99.56% 99.56%
02/07/2024 0.51% 3.71 CHF 3.72 CHF 20,000 10,000 20,000 5,817 73,092 CHF 21,385 CHF 98.59% 98.59%

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