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 1.34% 0.73 CHF 0.74 CHF 1,000,000 1,000,000 1,000,000 1,000,000 743,142 CHF 753,142 CHF 100.00% 100.00%
12/07/2024 1.30% 0.75 CHF 0.76 CHF 1,000,000 1,000,000 1,000,000 1,000,000 762,835 CHF 772,835 CHF 99.85% 99.85%
11/07/2024 1.27% 0.77 CHF 0.78 CHF 1,000,000 1,000,000 1,000,000 1,000,000 783,169 CHF 793,169 CHF 71.51% 71.51%
10/07/2024 1.20% 0.82 CHF 0.83 CHF 1,000,000 1,000,000 1,000,000 1,000,000 826,286 CHF 836,286 CHF 99.38% 99.38%
09/07/2024 1.20% 0.84 CHF 0.85 CHF 1,000,000 1,000,000 998,826 998,826 826,881 CHF 836,881 CHF 100.00% 100.00%
08/07/2024 1.22% 0.82 CHF 0.83 CHF 1,000,000 1,000,000 1,000,000 1,000,000 811,727 CHF 821,727 CHF 100.00% 100.00%
05/07/2024 1.20% 0.83 CHF 0.84 CHF 1,000,000 1,000,000 1,000,000 1,000,000 825,513 CHF 835,513 CHF 99.56% 99.56%
04/07/2024 1.17% 0.84 CHF 0.85 CHF 1,000,000 1,000,000 1,000,000 1,000,000 850,232 CHF 860,232 CHF 100.00% 100.00%
03/07/2024 1.13% 0.85 CHF 0.86 CHF 1,000,000 1,000,000 1,000,000 1,000,000 879,524 CHF 889,524 CHF 99.77% 99.77%
02/07/2024 1.08% 0.91 CHF 0.92 CHF 1,000,000 1,000,000 1,000,000 1,000,000 923,472 CHF 933,472 CHF 99.95% 99.95%

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