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 0.56% 1.77 CHF 1.78 CHF 300,000 100,000 300,000 100,000 532,128 CHF 178,376 CHF 99.16% 99.16%
12/07/2024 0.57% 1.77 CHF 1.78 CHF 300,000 100,000 300,000 100,000 524,715 CHF 175,905 CHF 85.85% 85.85%
11/07/2024 0.58% 1.72 CHF 1.73 CHF 300,000 100,000 300,000 100,000 517,222 CHF 173,407 CHF 99.23% 99.23%
10/07/2024 0.64% 1.59 CHF 1.60 CHF 300,000 100,000 300,000 100,000 464,577 CHF 155,859 CHF 99.24% 99.24%
09/07/2024 0.62% 1.54 CHF 1.55 CHF 300,000 100,000 300,000 100,000 483,424 CHF 162,141 CHF 99.24% 99.24%
08/07/2024 0.61% 1.63 CHF 1.64 CHF 300,000 100,000 300,000 100,000 486,387 CHF 163,129 CHF 99.23% 99.23%
05/07/2024 0.60% 1.65 CHF 1.66 CHF 300,000 100,000 300,000 100,000 499,171 CHF 167,390 CHF 93.18% 93.18%
04/07/2024 0.59% 1.69 CHF 1.70 CHF 300,000 100,000 300,000 100,000 507,343 CHF 170,114 CHF 97.32% 97.32%
03/07/2024 0.60% 1.68 CHF 1.69 CHF 300,000 100,000 300,000 100,000 496,056 CHF 166,352 CHF 99.23% 99.23%
02/07/2024 0.62% 1.62 CHF 1.63 CHF 300,000 100,000 300,000 100,000 485,883 CHF 162,961 CHF 97.30% 97.30%

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