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 1.26% 0.99 CHF 1.00 CHF 250,000 250,000 250,000 250,000 262,850 CHF 266,192 CHF 93.65% 93.65%
12/07/2024 0.98% 1.06 CHF 1.07 CHF 250,000 250,000 250,000 250,000 254,664 CHF 257,164 CHF 96.09% 96.09%
11/07/2024 1.46% 0.97 CHF 0.98 CHF 250,000 250,000 250,000 250,000 239,389 CHF 242,894 CHF 97.58% 97.58%
10/07/2024 1.21% 0.87 CHF 0.88 CHF 250,000 250,000 250,000 250,000 204,624 CHF 207,124 CHF 96.75% 96.75%
09/07/2024 1.18% 0.80 CHF 0.81 CHF 250,000 250,000 250,000 250,000 210,042 CHF 212,542 CHF 99.55% 99.55%
08/07/2024 1.22% 0.81 CHF 0.82 CHF 250,000 250,000 250,000 250,000 203,161 CHF 205,661 CHF 96.75% 96.75%
05/07/2024 1.20% 0.78 CHF 0.79 CHF 250,000 250,000 250,000 250,000 207,887 CHF 210,387 CHF 99.51% 99.51%
04/07/2024 1.21% 0.84 CHF 0.85 CHF 250,000 250,000 250,000 250,000 204,760 CHF 207,260 CHF 99.66% 99.66%
03/07/2024 1.24% 0.80 CHF 0.81 CHF 250,000 250,000 250,000 250,000 200,984 CHF 203,484 CHF 98.97% 98.97%
02/07/2024 1.32% 0.79 CHF 0.80 CHF 250,000 250,000 250,000 250,000 187,716 CHF 190,216 CHF 99.07% 99.07%

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