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 1.02% 0.99 CHF 1.00 CHF 550,000 550,000 246,288 246,288 244,757 CHF 247,226 CHF 100.00% 100.00%
12/07/2024 1.06% 0.97 CHF 0.98 CHF 550,000 550,000 228,724 228,724 219,989 CHF 222,280 CHF 99.90% 99.90%
11/07/2024 1.01% 0.99 CHF 1.00 CHF 550,000 550,000 246,330 246,330 247,280 CHF 249,749 CHF 100.00% 100.00%
10/07/2024 0.97% 1.03 CHF 1.04 CHF 550,000 550,000 246,434 246,434 256,836 CHF 259,305 CHF 100.00% 100.00%
09/07/2024 0.95% 1.05 CHF 1.06 CHF 550,000 550,000 246,301 246,301 262,632 CHF 265,099 CHF 100.00% 100.00%
08/07/2024 0.94% 1.09 CHF 1.10 CHF 550,000 550,000 246,322 246,322 265,911 CHF 268,379 CHF 100.00% 100.00%
05/07/2024 0.96% 1.07 CHF 1.08 CHF 550,000 550,000 245,984 245,984 262,177 CHF 264,643 CHF 99.90% 99.90%
04/07/2024 0.94% 1.06 CHF 1.07 CHF 220,000 220,000 176,425 176,425 185,928 CHF 187,692 CHF 100.00% 100.00%
03/07/2024 0.95% 1.05 CHF 1.06 CHF 550,000 550,000 246,291 246,291 262,608 CHF 265,076 CHF 100.00% 100.00%
02/07/2024 0.92% 1.10 CHF 1.11 CHF 550,000 550,000 246,745 246,745 273,317 CHF 275,789 CHF 100.00% 100.00%

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