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 0.92% 1.07 CHF 1.08 CHF 900,000 300,000 900,000 300,000 978,701 CHF 329,234 CHF 99.26% 99.26%
12/07/2024 0.96% 1.05 CHF 1.06 CHF 900,000 300,000 900,000 300,000 937,266 CHF 315,422 CHF 99.27% 99.27%
11/07/2024 0.93% 1.05 CHF 1.06 CHF 900,000 300,000 900,000 300,000 963,097 CHF 324,032 CHF 99.27% 99.27%
10/07/2024 0.98% 1.04 CHF 1.05 CHF 900,000 300,000 900,000 300,000 916,151 CHF 308,384 CHF 99.27% 99.27%
09/07/2024 0.95% 1.05 CHF 1.06 CHF 900,000 300,000 900,000 300,000 947,216 CHF 318,739 CHF 99.27% 99.27%
08/07/2024 1.02% 1.03 CHF 1.04 CHF 900,000 300,000 899,998 300,000 876,200 CHF 295,067 CHF 99.25% 99.25%
05/07/2024 1.11% 0.87 CHF 0.88 CHF 900,000 300,000 900,000 300,000 804,512 CHF 271,171 CHF 99.27% 99.27%
04/07/2024 1.12% 0.90 CHF 0.91 CHF 900,000 300,000 900,061 300,061 799,874 CHF 269,660 CHF 99.27% 99.27%
03/07/2024 1.15% 0.85 CHF 0.86 CHF 1,000,000 400,000 957,043 357,043 826,168 CHF 311,538 CHF 99.27% 99.27%
02/07/2024 1.10% 0.93 CHF 0.94 CHF 900,000 300,000 959,278 359,268 865,482 CHF 326,659 CHF 99.27% 99.27%

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