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 0.89% 1.26 CHF 1.14 CHF 600,000 200,000 600,000 200,000 668,247 CHF 224,749 CHF 78.89% 98.12%
12/07/2024 1.03% 0.98 CHF 0.99 CHF 600,000 200,000 600,000 200,000 577,535 CHF 194,512 CHF 98.95% 98.95%
11/07/2024 0.97% 1.04 CHF 1.05 CHF 600,000 200,000 600,000 200,000 617,826 CHF 207,942 CHF 98.16% 98.16%
10/07/2024 0.96% 0.98 CHF 0.99 CHF 600,000 200,000 600,000 200,000 621,378 CHF 209,126 CHF 99.02% 99.02%
09/07/2024 0.95% 1.03 CHF 1.04 CHF 600,000 200,000 600,000 200,000 627,952 CHF 211,317 CHF 98.90% 98.90%
08/07/2024 0.94% 1.02 CHF 1.03 CHF 600,000 200,000 600,000 200,000 636,433 CHF 214,144 CHF 99.09% 99.09%
05/07/2024 1.07% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 557,847 CHF 187,949 CHF 98.70% 98.70%
04/07/2024 0.99% 0.99 CHF 1.00 CHF 600,000 200,000 600,000 200,000 600,137 CHF 202,046 CHF 99.37% 99.37%
03/07/2024 0.93% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 642,632 CHF 216,211 CHF 99.40% 99.40%
02/07/2024 0.87% 1.14 CHF 1.15 CHF 600,000 200,000 600,000 200,000 688,344 CHF 231,448 CHF 98.95% 98.95%

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