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 0.96% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 311,987 CHF 104,996 CHF 99.14% 99.14%
12/07/2024 1.05% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 284,770 CHF 95,923 CHF 99.19% 99.19%
11/07/2024 0.96% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 311,266 CHF 104,755 CHF 99.22% 99.22%
10/07/2024 0.96% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 310,842 CHF 104,614 CHF 99.23% 99.23%
09/07/2024 0.93% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 321,499 CHF 108,166 CHF 90.35% 90.35%
08/07/2024 1.11% 0.94 CHF 0.95 CHF 300,000 100,000 300,000 100,000 269,197 CHF 90,733 CHF 99.22% 99.22%
05/07/2024 1.33% 0.81 CHF 0.82 CHF 300,000 100,000 300,000 100,000 224,132 CHF 75,711 CHF 97.21% 97.21%
04/07/2024 1.34% 0.74 CHF 0.75 CHF 300,000 100,000 300,000 100,000 222,486 CHF 75,162 CHF 99.05% 99.05%
03/07/2024 1.36% 0.73 CHF 0.74 CHF 300,000 100,000 300,000 100,000 218,725 CHF 73,908 CHF 98.98% 98.98%
02/07/2024 1.42% 0.70 CHF 0.71 CHF 300,000 100,000 300,000 100,000 209,597 CHF 70,866 CHF 96.95% 96.95%

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