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 1.40% 0.99 CHF 1.00 CHF 100,000 100,000 100,000 100,000 103,927 CHF 105,389 CHF 89.98% 89.98%
12/07/2024 1.38% 1.01 CHF 1.03 CHF 100,000 100,000 100,000 100,000 101,698 CHF 103,108 CHF 87.00% 87.00%
11/07/2024 1.38% 1.01 CHF 1.03 CHF 100,000 100,000 100,000 100,000 104,715 CHF 106,168 CHF 91.65% 91.65%
10/07/2024 1.49% 0.98 CHF 1.00 CHF 100,000 100,000 100,000 100,000 95,809 CHF 97,248 CHF 99.39% 99.39%
09/07/2024 2.36% 0.92 CHF 0.94 CHF 100,000 100,000 59,456 59,456 55,610 CHF 56,862 CHF 97.90% 97.90%
08/07/2024 1.56% 0.92 CHF 0.93 CHF 100,000 100,000 100,000 100,000 90,495 CHF 91,920 CHF 100.00% 100.00%
05/07/2024 1.65% 0.85 CHF 0.86 CHF 100,000 100,000 100,000 100,000 87,157 CHF 88,607 CHF 98.81% 98.81%
04/07/2024 1.49% 0.93 CHF 0.95 CHF 100,000 100,000 100,000 100,000 92,624 CHF 94,013 CHF 99.58% 99.58%
03/07/2024 1.57% 0.88 CHF 0.90 CHF 100,000 100,000 100,000 100,000 88,334 CHF 89,732 CHF 99.50% 99.50%
02/07/2024 1.50% 0.95 CHF 0.96 CHF 100,000 100,000 100,000 100,000 94,682 CHF 96,113 CHF 98.19% 98.19%

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