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 0.53% 1.88 CHF 1.89 CHF 450,000 150,000 450,000 150,000 848,568 CHF 284,356 CHF 99.16% 99.16%
12/07/2024 0.56% 1.87 CHF 1.88 CHF 450,000 150,000 450,000 150,000 800,854 CHF 268,451 CHF 99.19% 99.19%
11/07/2024 0.51% 1.83 CHF 1.84 CHF 300,000 100,000 300,000 100,000 584,115 CHF 195,705 CHF 99.11% 99.11%
10/07/2024 0.54% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 555,823 CHF 186,274 CHF 99.24% 99.24%
09/07/2024 0.54% 1.85 CHF 1.86 CHF 300,000 100,000 300,000 100,000 550,842 CHF 184,614 CHF 99.23% 99.23%
08/07/2024 0.55% 1.84 CHF 1.85 CHF 300,000 100,000 300,000 100,000 545,454 CHF 182,818 CHF 99.20% 99.20%
05/07/2024 0.51% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 584,031 CHF 195,677 CHF 99.06% 99.06%
04/07/2024 0.50% 2.01 CHF 2.02 CHF 300,000 100,000 300,000 100,000 598,688 CHF 200,563 CHF 99.37% 99.37%
03/07/2024 0.53% 1.93 CHF 1.94 CHF 300,000 100,000 300,000 100,000 560,899 CHF 187,966 CHF 99.03% 99.03%
02/07/2024 0.56% 1.82 CHF 1.83 CHF 300,000 100,000 300,000 100,000 536,851 CHF 179,950 CHF 99.03% 99.03%

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