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 0.87% 1.13 CHF 1.14 CHF 300,000 100,000 300,000 100,000 343,969 CHF 115,656 CHF 99.38% 99.38%
12/07/2024 0.87% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 343,491 CHF 115,497 CHF 99.37% 99.37%
11/07/2024 0.88% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 338,893 CHF 113,964 CHF 99.37% 99.37%
10/07/2024 0.91% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 329,866 CHF 110,956 CHF 99.37% 99.37%
09/07/2024 0.89% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 336,411 CHF 113,137 CHF 99.37% 99.37%
08/07/2024 0.93% 1.07 CHF 1.08 CHF 300,000 100,000 300,000 100,000 320,368 CHF 107,789 CHF 99.38% 99.38%
05/07/2024 0.94% 1.07 CHF 1.08 CHF 300,000 100,000 300,000 100,000 317,251 CHF 106,750 CHF 99.38% 99.38%
04/07/2024 0.98% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 306,213 CHF 103,071 CHF 98.59% 98.59%
03/07/2024 1.07% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 278,902 CHF 93,967 CHF 99.38% 99.38%
02/07/2024 1.15% 0.87 CHF 0.88 CHF 300,000 100,000 300,000 100,000 260,064 CHF 87,688 CHF 99.37% 99.37%

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