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 1.19% 0.83 CHF 0.84 CHF 300,000 100,000 300,000 100,000 249,716 CHF 84,239 CHF 90.11% 90.11%
12/07/2024 1.17% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 254,635 CHF 85,878 CHF 97.48% 97.48%
11/07/2024 1.20% 0.81 CHF 0.82 CHF 450,000 150,000 390,549 130,183 321,922 CHF 108,609 CHF 95.78% 95.78%
10/07/2024 1.20% 0.84 CHF 0.85 CHF 450,000 150,000 446,638 148,879 368,667 CHF 124,378 CHF 95.45% 95.45%
09/07/2024 1.24% 0.79 CHF 0.80 CHF 450,000 150,000 450,000 150,000 361,563 CHF 122,021 CHF 96.72% 96.72%
08/07/2024 1.15% 0.84 CHF 0.85 CHF 450,000 150,000 326,106 108,702 280,705 CHF 94,655 CHF 95.12% 95.12%
05/07/2024 1.17% 0.84 CHF 0.85 CHF 450,000 150,000 433,785 144,595 367,198 CHF 123,845 CHF 91.96% 91.96%
04/07/2024 1.20% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 373,882 CHF 126,127 CHF 88.84% 88.84%
03/07/2024 1.25% 0.82 CHF 0.83 CHF 450,000 150,000 450,000 150,000 357,142 CHF 120,547 CHF 94.24% 94.24%
02/07/2024 1.28% 0.77 CHF 0.78 CHF 450,000 150,000 450,000 150,000 348,443 CHF 117,648 CHF 95.92% 95.92%

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