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 0.58% 1.74 CHF 1.75 CHF 500,000 500,000 500,000 500,000 860,005 CHF 865,005 CHF 99.53% 99.53%
12/07/2024 0.58% 1.76 CHF 1.77 CHF 500,000 500,000 500,000 500,000 864,889 CHF 869,889 CHF 90.65% 90.65%
11/07/2024 0.60% 1.71 CHF 1.72 CHF 500,000 500,000 500,000 500,000 828,264 CHF 833,264 CHF 99.43% 99.43%
10/07/2024 0.61% 1.69 CHF 1.70 CHF 500,000 500,000 500,000 500,000 813,831 CHF 818,831 CHF 99.52% 99.52%
09/07/2024 0.62% 1.58 CHF 1.59 CHF 500,000 500,000 500,000 500,000 800,584 CHF 805,584 CHF 93.98% 93.98%
08/07/2024 0.54% 1.83 CHF 1.84 CHF 500,000 500,000 500,000 500,000 917,018 CHF 922,018 CHF 99.53% 99.53%
05/07/2024 0.53% 1.83 CHF 1.84 CHF 500,000 500,000 500,000 500,000 936,252 CHF 941,252 CHF 98.48% 98.48%
04/07/2024 0.54% 1.87 CHF 1.88 CHF 500,000 500,000 500,000 500,000 931,385 CHF 936,385 CHF 98.68% 98.68%
03/07/2024 0.55% 1.83 CHF 1.84 CHF 500,000 500,000 500,000 500,000 908,060 CHF 913,060 CHF 99.48% 99.48%
02/07/2024 0.58% 1.74 CHF 1.75 CHF 500,000 500,000 500,000 500,000 861,584 CHF 866,584 CHF 99.55% 99.55%

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