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 0.92% 0.99 CHF 1.00 CHF 300,000 100,000 300,000 100,000 326,235 CHF 109,745 CHF 99.14% 99.14%
12/07/2024 0.81% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 368,531 CHF 123,844 CHF 99.22% 99.22%
11/07/2024 0.85% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 353,561 CHF 118,854 CHF 98.62% 98.62%
10/07/2024 0.85% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 352,983 CHF 118,661 CHF 99.23% 99.23%
09/07/2024 0.85% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 350,862 CHF 117,954 CHF 99.23% 99.23%
08/07/2024 0.86% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 346,227 CHF 116,409 CHF 99.22% 99.22%
05/07/2024 0.79% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 380,270 CHF 127,757 CHF 99.21% 99.21%
04/07/2024 0.82% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 364,740 CHF 122,580 CHF 99.23% 99.23%
03/07/2024 0.86% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 349,084 CHF 117,361 CHF 99.22% 99.22%
02/07/2024 0.90% 1.11 CHF 1.12 CHF 300,000 100,000 300,000 100,000 332,618 CHF 111,873 CHF 99.22% 99.22%

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