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 1.55% 0.64 CHF 0.65 CHF 300,000 100,000 300,000 100,000 191,697 CHF 64,899 CHF 99.41% 99.41%
12/07/2024 1.37% 0.67 CHF 0.68 CHF 300,000 100,000 300,000 100,000 218,003 CHF 73,668 CHF 99.42% 99.42%
11/07/2024 1.34% 0.72 CHF 0.73 CHF 300,000 100,000 300,000 100,000 222,100 CHF 75,033 CHF 99.41% 99.41%
10/07/2024 1.25% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 239,210 CHF 80,737 CHF 99.41% 99.41%
09/07/2024 1.18% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 252,376 CHF 85,125 CHF 99.42% 99.42%
08/07/2024 1.17% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 254,918 CHF 85,973 CHF 99.41% 99.41%
05/07/2024 1.22% 0.78 CHF 0.79 CHF 300,000 100,000 300,000 100,000 245,152 CHF 82,718 CHF 99.42% 99.42%
04/07/2024 1.16% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 256,237 CHF 86,412 CHF 99.42% 99.42%
03/07/2024 1.06% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 281,074 CHF 94,692 CHF 99.42% 99.42%
02/07/2024 1.00% 1.01 CHF 1.02 CHF 300,000 100,000 300,000 100,000 298,320 CHF 100,440 CHF 99.31% 99.31%

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