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 0.75% 1.40 CHF 1.41 CHF 875,600 875,600 875,600 875,600 1,165,720 CHF 1,174,480 CHF 100.00% 100.00%
12/07/2024 0.82% 1.32 CHF 1.33 CHF 926,800 926,800 926,800 926,800 1,130,560 CHF 1,139,830 CHF 100.00% 100.00%
11/07/2024 0.75% 1.26 CHF 1.27 CHF 835,000 835,000 835,000 835,000 1,104,170 CHF 1,112,520 CHF 100.00% 100.00%
10/07/2024 0.81% 1.23 CHF 1.24 CHF 927,300 927,300 927,300 927,300 1,133,350 CHF 1,142,620 CHF 100.00% 100.00%
09/07/2024 0.82% 1.21 CHF 1.22 CHF 933,400 933,400 933,400 933,400 1,131,480 CHF 1,140,810 CHF 100.00% 100.00%
08/07/2024 0.85% 1.18 CHF 1.19 CHF 939,000 939,000 939,000 939,000 1,099,630 CHF 1,109,020 CHF 98.68% 98.68%
05/07/2024 0.90% 1.14 CHF 1.15 CHF 991,700 991,700 991,700 991,700 1,096,940 CHF 1,106,860 CHF 99.99% 99.99%
04/07/2024 0.90% 1.10 CHF 1.11 CHF 495,900 495,900 883,335 883,335 981,018 CHF 989,852 CHF 100.00% 100.00%
03/07/2024 0.94% 1.08 CHF 1.09 CHF 1,045,400 1,045,400 1,045,400 1,045,400 1,103,140 CHF 1,113,590 CHF 100.00% 100.00%
02/07/2024 1.06% 0.99 CHF 1.00 CHF 1,114,300 1,114,300 1,114,300 1,114,300 1,047,810 CHF 1,058,950 CHF 100.00% 100.00%

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