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 0.84% 1.22 CHF 1.23 CHF 260,000 260,000 114,323 114,323 138,776 CHF 139,924 CHF 99.97% 99.97%
12/07/2024 0.86% 1.27 CHF 1.28 CHF 260,000 260,000 116,776 116,776 140,959 CHF 142,131 CHF 100.00% 100.00%
11/07/2024 0.84% 1.20 CHF 1.21 CHF 260,000 260,000 114,005 114,005 139,752 CHF 140,901 CHF 100.00% 100.00%
10/07/2024 0.90% 1.21 CHF 1.22 CHF 260,000 260,000 116,670 116,670 137,604 CHF 138,778 CHF 100.00% 100.00%
09/07/2024 0.90% 1.12 CHF 1.13 CHF 270,000 270,000 118,799 118,799 135,382 CHF 136,579 CHF 98.98% 98.98%
08/07/2024 0.96% 1.08 CHF 1.09 CHF 280,000 280,000 120,966 120,966 130,076 CHF 131,291 CHF 99.74% 99.74%
05/07/2024 1.09% 1.02 CHF 1.03 CHF 290,000 290,000 132,546 132,546 126,248 CHF 127,581 CHF 99.38% 99.38%
04/07/2024 1.09% 0.90 CHF 0.91 CHF 110,000 110,000 94,362 94,362 85,809 CHF 86,753 CHF 96.59% 96.59%
03/07/2024 1.13% 0.91 CHF 0.92 CHF 300,000 300,000 127,969 127,969 116,044 CHF 117,330 CHF 94.23% 94.23%
02/07/2024 1.29% 0.82 CHF 0.83 CHF 320,000 320,000 141,249 141,249 113,535 CHF 114,953 CHF 99.05% 99.05%

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