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 0.52% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 572,458 CHF 191,819 CHF 99.09% 99.09%
12/07/2024 0.52% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 576,991 CHF 193,330 CHF 99.27% 99.27%
11/07/2024 0.53% 1.89 CHF 1.90 CHF 300,000 100,000 300,000 100,000 563,675 CHF 188,892 CHF 98.67% 98.67%
10/07/2024 0.54% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 557,590 CHF 186,863 CHF 99.20% 99.20%
09/07/2024 0.55% 1.79 CHF 1.80 CHF 300,000 100,000 300,000 100,000 546,857 CHF 183,286 CHF 99.23% 99.23%
08/07/2024 0.52% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 572,238 CHF 191,746 CHF 99.24% 99.24%
05/07/2024 0.52% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 571,417 CHF 191,472 CHF 99.23% 99.23%
04/07/2024 0.52% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 579,100 CHF 194,033 CHF 99.01% 99.01%
03/07/2024 0.55% 1.84 CHF 1.85 CHF 300,000 100,000 300,000 100,000 542,639 CHF 181,880 CHF 98.84% 98.84%
02/07/2024 0.60% 1.72 CHF 1.73 CHF 300,000 100,000 300,000 100,000 498,845 CHF 167,282 CHF 99.23% 99.23%

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