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 0.83% 1.22 CHF 1.23 CHF 50,000 50,000 50,000 50,000 60,164 CHF 60,664 CHF 100.00% 100.00%
12/07/2024 0.83% 1.18 CHF 1.19 CHF 50,000 50,000 50,000 50,000 60,174 CHF 60,674 CHF 98.47% 98.47%
11/07/2024 0.87% 1.20 CHF 1.21 CHF 50,000 50,000 50,000 50,000 57,153 CHF 57,653 CHF 98.83% 98.83%
10/07/2024 1.16% 0.82 CHF 0.83 CHF 50,000 50,000 50,000 50,000 42,840 CHF 43,340 CHF 99.80% 99.80%
09/07/2024 1.13% 0.86 CHF 0.87 CHF 50,000 50,000 50,000 50,000 43,854 CHF 44,354 CHF 100.00% 100.00%
08/07/2024 1.10% 0.93 CHF 0.94 CHF 50,000 50,000 50,000 50,000 45,170 CHF 45,670 CHF 98.99% 98.99%
05/07/2024 1.06% 0.94 CHF 0.95 CHF 50,000 50,000 50,000 50,000 46,732 CHF 47,232 CHF 100.00% 100.00%
04/07/2024 1.07% 0.94 CHF 0.95 CHF 50,000 50,000 50,000 50,000 46,573 CHF 47,073 CHF 98.17% 98.17%
03/07/2024 1.04% 0.93 CHF 0.94 CHF 50,000 50,000 50,000 50,000 47,614 CHF 48,114 CHF 100.00% 100.00%
02/07/2024 1.00% 0.96 CHF 0.97 CHF 50,000 50,000 50,000 50,000 49,798 CHF 50,298 CHF 100.00% 100.00%

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