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 0.73% 1.39 CHF 1.40 CHF 500,000 500,000 500,000 500,000 686,685 CHF 691,685 CHF 99.53% 99.53%
12/07/2024 0.72% 1.41 CHF 1.42 CHF 500,000 500,000 500,000 500,000 691,753 CHF 696,753 CHF 90.65% 90.65%
11/07/2024 0.76% 1.36 CHF 1.37 CHF 500,000 500,000 500,000 500,000 655,389 CHF 660,389 CHF 99.31% 99.31%
10/07/2024 0.78% 1.35 CHF 1.36 CHF 500,000 500,000 500,000 500,000 641,323 CHF 646,323 CHF 99.52% 99.52%
09/07/2024 0.79% 1.24 CHF 1.25 CHF 500,000 500,000 500,000 500,000 628,162 CHF 633,162 CHF 93.98% 93.98%
08/07/2024 0.67% 1.48 CHF 1.49 CHF 500,000 500,000 500,000 500,000 744,759 CHF 749,759 CHF 99.56% 99.56%
05/07/2024 0.65% 1.48 CHF 1.49 CHF 500,000 500,000 500,000 500,000 763,791 CHF 768,791 CHF 98.45% 98.45%
04/07/2024 0.66% 1.52 CHF 1.53 CHF 500,000 500,000 500,000 500,000 758,977 CHF 763,977 CHF 98.68% 98.68%
03/07/2024 0.68% 1.49 CHF 1.50 CHF 500,000 500,000 500,000 500,000 735,730 CHF 740,730 CHF 99.48% 99.48%
02/07/2024 0.72% 1.40 CHF 1.41 CHF 500,000 500,000 500,000 500,000 689,767 CHF 694,767 CHF 99.55% 99.55%

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