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 1.35% 0.72 CHF 0.73 CHF 300,000 100,000 300,000 100,000 220,351 CHF 74,450 CHF 99.17% 99.17%
12/07/2024 1.31% 0.80 CHF 0.81 CHF 300,000 100,000 300,000 100,000 226,983 CHF 76,661 CHF 99.16% 99.16%
11/07/2024 1.43% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 209,088 CHF 70,696 CHF 99.16% 99.16%
10/07/2024 1.50% 0.66 CHF 0.67 CHF 300,000 100,000 225,778 103,387 149,881 CHF 69,591 CHF 99.05% 99.17%
09/07/2024 1.55% 0.59 CHF 0.60 CHF 450,000 150,000 418,348 137,580 266,956 CHF 89,272 CHF 99.16% 99.16%
08/07/2024 1.26% 0.76 CHF 0.77 CHF 300,000 50,000 300,000 50,000 237,343 CHF 40,057 CHF 99.13% 99.13%
05/07/2024 1.08% 0.87 CHF 0.88 CHF 300,000 50,000 300,000 50,000 277,576 CHF 46,763 CHF 99.15% 99.15%
04/07/2024 1.10% 0.90 CHF 0.91 CHF 300,000 50,000 300,000 50,000 272,336 CHF 45,889 CHF 99.17% 99.17%
03/07/2024 1.12% 0.90 CHF 0.91 CHF 300,000 50,000 300,000 50,000 265,448 CHF 44,741 CHF 99.15% 99.15%
02/07/2024 1.30% 0.80 CHF 0.81 CHF 300,000 50,000 300,000 50,000 228,975 CHF 38,662 CHF 99.15% 99.15%

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