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 0.51% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 583,750 CHF 195,583 CHF 99.16% 99.16%
12/07/2024 0.52% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 576,316 CHF 193,105 CHF 85.86% 85.86%
11/07/2024 0.53% 1.89 CHF 1.90 CHF 300,000 100,000 300,000 100,000 569,229 CHF 190,743 CHF 99.23% 99.23%
10/07/2024 0.58% 1.76 CHF 1.77 CHF 300,000 100,000 300,000 100,000 516,530 CHF 173,177 CHF 99.24% 99.24%
09/07/2024 0.56% 1.72 CHF 1.73 CHF 300,000 100,000 300,000 100,000 535,135 CHF 179,378 CHF 99.24% 99.24%
08/07/2024 0.56% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 538,152 CHF 180,384 CHF 99.24% 99.24%
05/07/2024 0.54% 1.82 CHF 1.83 CHF 300,000 100,000 300,000 100,000 551,238 CHF 184,746 CHF 93.18% 93.18%
04/07/2024 0.53% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 559,396 CHF 187,465 CHF 97.32% 97.32%
03/07/2024 0.55% 1.85 CHF 1.86 CHF 300,000 100,000 300,000 100,000 548,038 CHF 183,679 CHF 99.23% 99.23%
02/07/2024 0.56% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 538,065 CHF 180,355 CHF 97.30% 97.30%

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