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 0.97% 1.00 CHF 1.01 CHF 500,000 100,000 500,000 100,000 511,098 CHF 103,220 CHF 99.27% 99.27%
12/07/2024 0.95% 1.05 CHF 1.06 CHF 500,000 100,000 500,000 100,000 525,203 CHF 106,041 CHF 99.27% 99.27%
11/07/2024 0.93% 1.05 CHF 1.06 CHF 500,000 100,000 500,000 100,000 534,546 CHF 107,909 CHF 99.27% 99.27%
10/07/2024 0.95% 1.05 CHF 1.06 CHF 500,000 100,000 500,000 100,000 522,980 CHF 105,596 CHF 99.27% 99.27%
09/07/2024 0.93% 1.03 CHF 1.04 CHF 500,000 100,000 500,000 100,000 534,976 CHF 107,995 CHF 99.27% 99.27%
08/07/2024 0.91% 1.09 CHF 1.10 CHF 500,000 100,000 500,000 100,000 545,450 CHF 110,090 CHF 99.25% 99.25%
05/07/2024 0.97% 1.05 CHF 1.06 CHF 500,000 100,000 500,000 100,000 511,977 CHF 103,395 CHF 99.27% 99.27%
04/07/2024 1.00% 0.97 CHF 0.98 CHF 500,000 100,000 500,000 100,000 495,613 CHF 100,123 CHF 99.27% 99.27%
03/07/2024 1.02% 0.98 CHF 0.99 CHF 500,000 100,000 500,000 100,000 489,399 CHF 98,880 CHF 99.27% 99.27%
02/07/2024 1.03% 0.99 CHF 1.00 CHF 500,000 100,000 500,000 100,000 482,191 CHF 97,438 CHF 99.27% 99.27%

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