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 0.69% 1.39 CHF 1.40 CHF 300,000 100,000 300,000 100,000 430,374 CHF 144,458 CHF 99.19% 99.19%
12/07/2024 0.68% 1.49 CHF 1.50 CHF 300,000 100,000 300,000 100,000 442,728 CHF 148,576 CHF 99.27% 99.27%
11/07/2024 0.67% 1.45 CHF 1.46 CHF 300,000 100,000 300,000 100,000 444,265 CHF 149,088 CHF 99.23% 99.23%
10/07/2024 0.71% 1.44 CHF 1.45 CHF 300,000 100,000 300,000 100,000 419,593 CHF 140,864 CHF 99.24% 99.24%
09/07/2024 0.73% 1.36 CHF 1.37 CHF 300,000 100,000 300,000 100,000 409,927 CHF 137,642 CHF 99.23% 99.23%
08/07/2024 0.72% 1.38 CHF 1.39 CHF 300,000 100,000 300,000 100,000 414,996 CHF 139,332 CHF 99.24% 99.24%
05/07/2024 0.75% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 396,549 CHF 133,183 CHF 99.23% 99.23%
04/07/2024 0.77% 1.32 CHF 1.33 CHF 300,000 100,000 300,000 100,000 390,034 CHF 131,011 CHF 99.23% 99.23%
03/07/2024 0.77% 1.29 CHF 1.30 CHF 300,000 100,000 300,000 100,000 386,550 CHF 129,850 CHF 99.23% 99.23%
02/07/2024 0.76% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 393,961 CHF 132,320 CHF 99.24% 99.24%

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