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 0.92% 1.13 CHF 1.14 CHF 944,000 944,000 944,000 944,000 1,027,120 CHF 1,036,560 CHF 100.00% 100.00%
12/07/2024 0.93% 1.01 CHF 1.02 CHF 837,800 837,800 837,800 837,800 897,364 CHF 905,742 CHF 100.00% 100.00%
11/07/2024 0.86% 1.12 CHF 1.13 CHF 785,500 785,500 785,500 785,500 909,296 CHF 917,151 CHF 100.00% 100.00%
10/07/2024 0.81% 1.20 CHF 1.21 CHF 725,500 725,500 725,500 725,500 896,419 CHF 903,674 CHF 100.00% 100.00%
09/07/2024 0.81% 1.31 CHF 1.32 CHF 829,400 829,400 828,486 828,486 1,022,500 CHF 1,030,800 CHF 100.00% 100.00%
08/07/2024 0.93% 1.14 CHF 1.15 CHF 878,500 878,500 878,500 878,500 943,978 CHF 952,763 CHF 100.00% 100.00%
05/07/2024 0.95% 1.10 CHF 1.11 CHF 899,900 899,900 899,900 899,900 946,745 CHF 955,744 CHF 99.63% 99.63%
04/07/2024 0.92% 1.06 CHF 1.07 CHF 833,600 833,600 833,600 833,600 899,019 CHF 907,355 CHF 99.27% 99.27%
03/07/2024 0.87% 1.13 CHF 1.14 CHF 741,800 741,800 741,800 741,800 849,099 CHF 856,517 CHF 100.00% 100.00%
02/07/2024 0.76% 1.27 CHF 1.28 CHF 762,600 762,600 762,600 762,600 996,084 CHF 1,003,710 CHF 100.00% 100.00%

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