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 1.04% 0.91 CHF 0.92 CHF 300,000 100,000 300,000 100,000 286,482 CHF 96,494 CHF 99.42% 99.42%
12/07/2024 0.92% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 325,296 CHF 109,432 CHF 99.42% 99.42%
11/07/2024 1.06% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 281,000 CHF 94,667 CHF 98.06% 98.06%
10/07/2024 1.24% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 240,656 CHF 81,219 CHF 98.90% 98.90%
09/07/2024 1.23% 0.74 CHF 0.75 CHF 300,000 100,000 300,000 100,000 242,434 CHF 81,811 CHF 99.42% 99.42%
08/07/2024 1.04% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 286,509 CHF 96,503 CHF 99.41% 99.41%
05/07/2024 0.92% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 326,077 CHF 109,692 CHF 99.14% 99.14%
04/07/2024 0.93% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 319,850 CHF 107,617 CHF 99.39% 99.39%
03/07/2024 0.93% 1.05 CHF 1.06 CHF 300,000 100,000 300,000 100,000 319,904 CHF 107,635 CHF 99.42% 99.42%
02/07/2024 1.04% 0.97 CHF 0.98 CHF 300,000 100,000 300,000 100,000 286,733 CHF 96,578 CHF 99.31% 99.31%

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