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 1.19% 1.30 CHF 1.31 CHF 50,000 50,000 43,801 30,698 57,980 CHF 41,159 CHF 55.72% 55.72%
12/07/2024 1.18% 1.20 CHF 1.21 CHF 50,000 50,000 50,000 38,671 58,199 CHF 46,115 CHF 33.81% 33.81%
11/07/2024 1.54% 1.10 CHF 1.11 CHF 50,000 50,000 50,000 28,020 58,228 CHF 32,759 CHF 66.52% 66.52%
10/07/2024 1.58% 1.16 CHF 1.17 CHF 50,000 50,000 50,000 25,910 56,772 CHF 29,820 CHF 90.26% 90.26%
09/07/2024 1.78% 1.04 CHF 1.05 CHF 50,000 50,000 51,492 25,351 52,166 CHF 26,319 CHF 99.68% 99.68%
08/07/2024 1.86% 0.98 CHF 0.99 CHF 60,000 50,000 58,547 26,498 56,089 CHF 26,110 CHF 82.10% 82.10%
05/07/2024 2.21% 0.90 CHF 0.91 CHF 60,000 50,000 68,041 25,463 55,187 CHF 21,442 CHF 98.36% 98.36%
04/07/2024 2.06% 0.82 CHF 0.83 CHF 70,000 50,000 70,000 27,628 56,189 CHF 22,673 CHF 81.13% 81.13%
03/07/2024 1.96% 0.72 CHF 0.73 CHF 70,000 50,000 60,647 26,693 54,328 CHF 24,175 CHF 84.86% 84.86%
02/07/2024 1.99% 0.82 CHF 0.83 CHF 70,000 50,000 65,205 27,898 55,687 CHF 23,152 CHF 67.45% 67.45%

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