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 0.55% 1.83 CHF 1.84 CHF 300,000 100,000 300,000 100,000 543,209 CHF 182,070 CHF 99.19% 99.19%
12/07/2024 0.54% 1.82 CHF 1.83 CHF 300,000 100,000 300,000 100,000 550,337 CHF 184,446 CHF 96.20% 96.20%
11/07/2024 0.54% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 557,079 CHF 186,693 CHF 88.37% 88.37%
10/07/2024 0.52% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 579,785 CHF 194,262 CHF 99.23% 99.23%
09/07/2024 0.52% 1.97 CHF 1.98 CHF 300,000 100,000 300,000 100,000 579,091 CHF 194,030 CHF 96.19% 96.19%
08/07/2024 0.52% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 571,689 CHF 191,563 CHF 99.24% 99.24%
05/07/2024 0.51% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 581,164 CHF 194,721 CHF 97.69% 97.69%
04/07/2024 0.52% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 580,558 CHF 194,519 CHF 99.23% 99.23%
03/07/2024 0.51% 1.95 CHF 1.96 CHF 300,000 100,000 300,000 100,000 581,318 CHF 194,773 CHF 98.54% 98.54%
02/07/2024 0.52% 1.95 CHF 1.96 CHF 300,000 100,000 300,000 100,000 574,333 CHF 192,444 CHF 97.13% 97.13%

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