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 0.54% 1.82 CHF 1.83 CHF 450,000 50,000 450,000 50,000 828,233 CHF 92,526 CHF 99.27% 99.27%
12/07/2024 0.54% 1.86 CHF 1.87 CHF 450,000 50,000 450,000 50,000 831,080 CHF 92,842 CHF 99.27% 99.27%
11/07/2024 0.48% 2.07 CHF 2.08 CHF 450,000 50,000 450,000 50,000 938,778 CHF 104,809 CHF 99.27% 99.27%
10/07/2024 0.47% 2.16 CHF 2.17 CHF 450,000 50,000 450,000 50,000 958,332 CHF 106,981 CHF 99.27% 99.27%
09/07/2024 0.47% 2.12 CHF 2.13 CHF 450,000 50,000 450,000 50,000 959,848 CHF 107,150 CHF 99.27% 99.27%
08/07/2024 0.47% 2.09 CHF 2.10 CHF 450,000 50,000 450,000 50,000 946,915 CHF 105,713 CHF 99.24% 99.24%
05/07/2024 0.48% 2.07 CHF 2.08 CHF 450,000 50,000 450,000 50,000 933,642 CHF 104,238 CHF 99.27% 99.27%
04/07/2024 0.48% 2.06 CHF 2.07 CHF 450,000 50,000 450,000 50,000 926,175 CHF 103,408 CHF 99.27% 99.27%
03/07/2024 0.49% 2.03 CHF 2.04 CHF 450,000 50,000 450,000 50,000 914,434 CHF 102,104 CHF 99.01% 99.01%
02/07/2024 0.53% 1.91 CHF 1.92 CHF 450,000 50,000 450,000 50,000 840,715 CHF 93,913 CHF 99.27% 99.27%

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