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 0.72% 1.36 CHF 1.37 CHF 600,000 200,000 600,000 200,000 834,611 CHF 280,204 CHF 99.27% 99.27%
12/07/2024 0.75% 1.38 CHF 1.39 CHF 600,000 200,000 600,000 200,000 792,981 CHF 266,327 CHF 99.27% 99.27%
11/07/2024 0.77% 1.30 CHF 1.31 CHF 600,000 200,000 600,000 200,000 771,444 CHF 259,148 CHF 99.26% 99.26%
10/07/2024 0.80% 1.26 CHF 1.27 CHF 600,000 200,000 600,000 200,000 743,986 CHF 249,995 CHF 99.27% 99.27%
09/07/2024 0.81% 1.22 CHF 1.23 CHF 600,000 200,000 600,000 200,000 734,597 CHF 246,866 CHF 99.27% 99.27%
08/07/2024 0.82% 1.21 CHF 1.22 CHF 600,000 200,000 600,000 200,000 727,959 CHF 244,653 CHF 99.24% 99.24%
05/07/2024 0.80% 1.25 CHF 1.26 CHF 600,000 200,000 600,000 200,000 744,806 CHF 250,268 CHF 99.27% 99.27%
04/07/2024 0.84% 1.20 CHF 1.21 CHF 600,000 200,000 600,000 200,000 709,165 CHF 238,388 CHF 99.27% 99.27%
03/07/2024 0.92% 1.12 CHF 1.13 CHF 600,000 200,000 600,000 200,000 648,788 CHF 218,263 CHF 99.27% 99.27%
02/07/2024 0.98% 1.07 CHF 1.08 CHF 600,000 200,000 599,993 199,998 607,653 CHF 204,551 CHF 99.27% 99.27%

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