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% 1.32 CHF 1.33 CHF 300,000 100,000 300,000 100,000 408,934 CHF 137,311 CHF 99.39% 99.39%
12/07/2024 0.73% 1.36 CHF 1.37 CHF 300,000 100,000 300,000 100,000 410,465 CHF 137,822 CHF 98.66% 98.66%
11/07/2024 0.70% 1.38 CHF 1.39 CHF 300,000 100,000 300,000 100,000 429,256 CHF 144,085 CHF 92.48% 92.48%
10/07/2024 0.68% 1.46 CHF 1.47 CHF 300,000 100,000 300,000 100,000 442,812 CHF 148,604 CHF 98.66% 98.66%
09/07/2024 0.67% 1.52 CHF 1.53 CHF 300,000 100,000 300,000 100,000 447,804 CHF 150,268 CHF 99.28% 99.28%
08/07/2024 0.69% 1.49 CHF 1.50 CHF 300,000 100,000 300,000 100,000 435,444 CHF 146,148 CHF 99.40% 99.40%
05/07/2024 0.65% 1.53 CHF 1.54 CHF 300,000 100,000 300,000 100,000 462,447 CHF 155,149 CHF 99.38% 99.38%
04/07/2024 0.65% 1.55 CHF 1.56 CHF 300,000 100,000 300,000 100,000 462,055 CHF 155,018 CHF 99.41% 99.41%
03/07/2024 0.68% 1.52 CHF 1.53 CHF 300,000 100,000 300,000 100,000 440,721 CHF 147,907 CHF 99.04% 99.04%
02/07/2024 0.68% 1.47 CHF 1.48 CHF 300,000 100,000 300,000 100,000 438,585 CHF 147,195 CHF 99.14% 99.14%

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