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
25/07/2024 1.23% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 484,642 CHF 163,547 CHF 99.24% 99.24%
24/07/2024 1.26% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 473,937 CHF 159,979 CHF 99.24% 99.24%
23/07/2024 1.20% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 497,573 CHF 167,858 CHF 99.22% 99.22%
22/07/2024 1.18% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 504,211 CHF 170,070 CHF 98.50% 98.50%
19/07/2024 1.09% 0.88 CHF 0.89 CHF 600,000 200,000 600,000 200,000 545,287 CHF 183,762 CHF 97.35% 97.35%
18/07/2024 1.11% 0.92 CHF 0.93 CHF 600,000 200,000 600,000 200,000 537,862 CHF 181,287 CHF 99.21% 99.21%
17/07/2024 1.16% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 514,636 CHF 173,545 CHF 99.23% 99.23%
16/07/2024 1.20% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 497,467 CHF 167,822 CHF 99.24% 99.24%
15/07/2024 1.22% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 488,408 CHF 164,803 CHF 95.29% 95.29%
12/07/2024 1.24% 0.79 CHF 0.80 CHF 600,000 200,000 600,000 200,000 481,477 CHF 162,492 CHF 99.27% 99.27%

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