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 1.60% 0.60 CHF 0.61 CHF 750,000 100,000 750,000 100,000 464,263 CHF 62,902 CHF 99.16% 99.16%
12/07/2024 1.69% 0.60 CHF 0.61 CHF 750,000 100,000 750,000 100,000 439,243 CHF 59,566 CHF 99.17% 99.17%
11/07/2024 1.55% 0.64 CHF 0.65 CHF 750,000 100,000 750,000 100,000 479,561 CHF 64,942 CHF 99.16% 99.16%
10/07/2024 1.61% 0.63 CHF 0.64 CHF 750,000 100,000 750,000 100,000 463,377 CHF 62,784 CHF 99.16% 99.16%
09/07/2024 1.58% 0.59 CHF 0.60 CHF 750,000 100,000 750,000 100,000 470,612 CHF 63,748 CHF 99.17% 99.17%
08/07/2024 1.61% 0.59 CHF 0.60 CHF 750,000 100,000 750,000 100,000 463,433 CHF 62,791 CHF 99.15% 99.15%
05/07/2024 1.39% 0.70 CHF 0.71 CHF 750,000 100,000 750,000 100,000 537,862 CHF 72,715 CHF 99.15% 99.15%
04/07/2024 1.27% 0.78 CHF 0.79 CHF 600,000 100,000 603,306 100,000 470,788 CHF 79,046 CHF 99.17% 99.17%
03/07/2024 1.29% 0.78 CHF 0.79 CHF 600,000 100,000 643,709 100,000 495,358 CHF 78,160 CHF 99.15% 99.15%
02/07/2024 1.39% 0.71 CHF 0.72 CHF 750,000 100,000 750,000 100,000 535,780 CHF 72,437 CHF 99.16% 99.16%

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