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 0.85% 1.18 CHF 1.19 CHF 600,000 200,000 600,000 200,000 701,228 CHF 235,743 CHF 92.97% 92.97%
12/07/2024 0.82% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 725,133 CHF 243,711 CHF 94.13% 94.13%
11/07/2024 0.79% 1.23 CHF 1.24 CHF 600,000 200,000 600,000 200,000 755,623 CHF 253,874 CHF 91.29% 91.29%
10/07/2024 0.77% 1.27 CHF 1.28 CHF 600,000 200,000 600,000 200,000 775,048 CHF 260,349 CHF 87.22% 87.22%
09/07/2024 0.76% 1.32 CHF 1.33 CHF 600,000 200,000 600,000 200,000 782,979 CHF 262,993 CHF 85.57% 85.57%
08/07/2024 0.78% 1.29 CHF 1.30 CHF 600,000 200,000 600,000 200,000 766,168 CHF 257,389 CHF 85.26% 85.26%
05/07/2024 0.78% 1.28 CHF 1.29 CHF 600,000 200,000 600,000 200,000 764,567 CHF 256,856 CHF 90.44% 90.44%
04/07/2024 0.76% 1.30 CHF 1.31 CHF 600,000 200,000 600,000 200,000 784,658 CHF 263,552 CHF 78.10% 78.10%
03/07/2024 0.76% 1.31 CHF 1.32 CHF 600,000 200,000 600,000 200,000 783,377 CHF 263,126 CHF 92.36% 92.36%
02/07/2024 0.75% 1.33 CHF 1.34 CHF 600,000 200,000 600,000 200,000 801,910 CHF 269,303 CHF 96.41% 96.41%

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