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 0.78% 1.27 CHF 1.28 CHF 600,000 200,000 600,000 200,000 765,236 CHF 257,079 CHF 99.17% 99.17%
12/07/2024 0.80% 1.25 CHF 1.26 CHF 600,000 200,000 600,000 200,000 744,559 CHF 250,186 CHF 95.50% 95.50%
11/07/2024 0.77% 1.27 CHF 1.28 CHF 600,000 200,000 600,000 200,000 775,575 CHF 260,525 CHF 98.06% 98.06%
10/07/2024 0.75% 1.31 CHF 1.32 CHF 600,000 200,000 600,000 200,000 796,658 CHF 267,552 CHF 99.24% 99.24%
09/07/2024 0.74% 1.33 CHF 1.34 CHF 600,000 200,000 600,000 200,000 810,645 CHF 272,215 CHF 97.60% 97.60%
08/07/2024 0.73% 1.37 CHF 1.38 CHF 600,000 200,000 600,000 200,000 816,597 CHF 274,199 CHF 98.46% 98.46%
05/07/2024 0.74% 1.36 CHF 1.37 CHF 600,000 200,000 600,000 200,000 806,726 CHF 270,909 CHF 99.17% 99.17%
04/07/2024 0.74% 1.34 CHF 1.35 CHF 600,000 200,000 600,000 200,000 803,722 CHF 269,907 CHF 98.56% 98.56%
03/07/2024 0.74% 1.34 CHF 1.35 CHF 600,000 200,000 600,000 200,000 813,350 CHF 273,117 CHF 99.11% 99.11%
02/07/2024 0.71% 1.38 CHF 1.39 CHF 600,000 200,000 600,000 200,000 837,275 CHF 281,092 CHF 99.24% 99.24%

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