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 0.56% 1.75 CHF 1.76 CHF 600,000 200,000 600,000 200,000 1,059,180 CHF 355,058 CHF 92.97% 92.97%
12/07/2024 0.59% 1.72 CHF 1.73 CHF 600,000 200,000 600,000 200,000 1,011,240 CHF 339,080 CHF 94.13% 94.13%
11/07/2024 0.63% 1.63 CHF 1.64 CHF 600,000 200,000 600,000 200,000 947,657 CHF 317,886 CHF 91.28% 91.28%
10/07/2024 0.66% 1.55 CHF 1.56 CHF 600,000 200,000 600,000 200,000 904,440 CHF 303,480 CHF 87.23% 87.23%
09/07/2024 0.67% 1.45 CHF 1.46 CHF 600,000 200,000 600,000 200,000 888,976 CHF 298,325 CHF 85.56% 85.56%
08/07/2024 0.65% 1.50 CHF 1.51 CHF 600,000 200,000 600,000 200,000 919,690 CHF 308,563 CHF 85.26% 85.26%
05/07/2024 0.64% 1.53 CHF 1.54 CHF 600,000 200,000 600,000 200,000 929,155 CHF 311,718 CHF 90.44% 90.44%
04/07/2024 0.67% 1.50 CHF 1.51 CHF 600,000 200,000 600,000 200,000 888,590 CHF 298,197 CHF 78.08% 78.08%
03/07/2024 0.67% 1.49 CHF 1.50 CHF 600,000 200,000 600,000 200,000 890,250 CHF 298,750 CHF 92.36% 92.36%
02/07/2024 0.71% 1.42 CHF 1.43 CHF 600,000 200,000 600,000 200,000 846,776 CHF 284,259 CHF 96.41% 96.41%

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