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 0.80% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 373,501 CHF 125,500 CHF 98.96% 98.96%
12/07/2024 0.77% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 386,746 CHF 129,915 CHF 99.15% 99.15%
11/07/2024 0.76% 1.28 CHF 1.29 CHF 300,000 100,000 300,000 100,000 392,603 CHF 131,868 CHF 98.77% 98.77%
10/07/2024 0.75% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 396,249 CHF 133,083 CHF 97.27% 97.27%
09/07/2024 0.76% 1.36 CHF 1.37 CHF 300,000 100,000 300,000 100,000 392,867 CHF 131,956 CHF 99.10% 99.10%
08/07/2024 0.77% 1.29 CHF 1.30 CHF 300,000 100,000 300,000 100,000 390,020 CHF 131,007 CHF 98.79% 98.79%
05/07/2024 0.77% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 389,324 CHF 130,775 CHF 98.78% 98.78%
04/07/2024 0.74% 1.33 CHF 1.34 CHF 300,000 100,000 300,000 100,000 403,127 CHF 135,376 CHF 97.64% 97.64%
03/07/2024 0.72% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 415,166 CHF 139,389 CHF 98.78% 98.78%
02/07/2024 0.68% 1.46 CHF 1.47 CHF 300,000 100,000 300,000 100,000 439,000 CHF 147,333 CHF 98.74% 98.74%

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