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 0.95% 1.05 CHF 1.06 CHF 300,000 100,000 300,000 100,000 314,787 CHF 105,929 CHF 98.98% 98.98%
12/07/2024 0.91% 1.05 CHF 1.06 CHF 300,000 100,000 300,000 100,000 328,036 CHF 110,345 CHF 99.13% 99.13%
11/07/2024 0.90% 1.09 CHF 1.10 CHF 300,000 100,000 300,000 100,000 333,729 CHF 112,243 CHF 98.76% 98.76%
10/07/2024 0.88% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 337,973 CHF 113,658 CHF 97.28% 97.28%
09/07/2024 0.89% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 334,321 CHF 112,440 CHF 99.08% 99.08%
08/07/2024 0.90% 1.09 CHF 1.10 CHF 300,000 100,000 300,000 100,000 331,575 CHF 111,525 CHF 98.79% 98.79%
05/07/2024 0.90% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 330,546 CHF 111,182 CHF 98.80% 98.80%
04/07/2024 0.87% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 344,203 CHF 115,734 CHF 97.66% 97.66%
03/07/2024 0.84% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 356,613 CHF 119,871 CHF 98.78% 98.78%
02/07/2024 0.78% 1.26 CHF 1.27 CHF 300,000 100,000 300,000 100,000 380,818 CHF 127,939 CHF 98.74% 98.74%

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