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 0.88% 1.11 CHF 1.12 CHF 467,100 467,100 457,663 457,663 519,869 CHF 524,445 CHF 100.00% 100.00%
12/07/2024 0.84% 1.14 CHF 1.15 CHF 451,600 451,600 435,271 435,271 512,921 CHF 517,273 CHF 99.85% 99.85%
11/07/2024 0.81% 1.20 CHF 1.21 CHF 424,500 424,500 413,764 413,764 509,059 CHF 513,197 CHF 71.51% 71.51%
10/07/2024 0.74% 1.33 CHF 1.34 CHF 400,200 400,200 394,776 394,776 529,166 CHF 533,113 CHF 99.38% 99.38%
09/07/2024 0.74% 1.38 CHF 1.39 CHF 391,200 391,200 398,196 398,196 535,629 CHF 539,615 CHF 100.00% 100.00%
08/07/2024 0.77% 1.31 CHF 1.32 CHF 403,600 403,600 398,928 398,928 518,237 CHF 522,227 CHF 100.00% 100.00%
05/07/2024 0.75% 1.34 CHF 1.35 CHF 395,900 395,900 386,420 386,420 513,583 CHF 517,447 CHF 99.99% 99.99%
04/07/2024 0.71% 1.36 CHF 1.37 CHF 380,100 380,100 362,558 362,558 506,776 CHF 510,401 CHF 100.00% 100.00%
03/07/2024 0.67% 1.38 CHF 1.39 CHF 350,800 350,800 337,047 337,047 498,778 CHF 502,148 CHF 100.00% 100.00%
02/07/2024 0.62% 1.58 CHF 1.59 CHF 327,800 327,800 337,553 337,553 547,479 CHF 550,855 CHF 99.96% 99.96%

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