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% 1.16 CHF 1.17 CHF 600,000 200,000 600,000 200,000 711,938 CHF 239,313 CHF 99.27% 99.27%
12/07/2024 0.89% 1.18 CHF 1.19 CHF 600,000 200,000 600,000 200,000 669,502 CHF 225,167 CHF 99.27% 99.27%
11/07/2024 0.92% 1.09 CHF 1.10 CHF 600,000 200,000 600,000 200,000 646,934 CHF 217,645 CHF 99.27% 99.27%
10/07/2024 0.97% 1.05 CHF 1.06 CHF 600,000 200,000 600,000 200,000 618,136 CHF 208,045 CHF 99.27% 99.27%
09/07/2024 0.98% 1.01 CHF 1.02 CHF 600,000 200,000 600,000 200,000 608,478 CHF 204,826 CHF 99.27% 99.27%
08/07/2024 0.99% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 602,196 CHF 202,732 CHF 99.25% 99.25%
05/07/2024 0.96% 1.04 CHF 1.05 CHF 600,000 200,000 600,000 200,000 619,344 CHF 208,448 CHF 99.26% 99.26%
04/07/2024 1.02% 0.99 CHF 1.00 CHF 600,000 200,000 600,000 200,000 582,768 CHF 196,256 CHF 99.27% 99.27%
03/07/2024 1.15% 0.91 CHF 0.92 CHF 600,000 200,000 600,000 200,000 519,714 CHF 175,238 CHF 99.26% 99.26%
02/07/2024 1.25% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 477,699 CHF 161,233 CHF 99.27% 99.27%

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