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 0.81% 1.24 CHF 1.25 CHF 300,000 100,000 300,000 100,000 370,872 CHF 124,624 CHF 99.20% 99.20%
12/07/2024 0.80% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 375,267 CHF 126,089 CHF 99.42% 99.42%
11/07/2024 0.72% 1.27 CHF 1.28 CHF 300,000 100,000 300,000 100,000 415,316 CHF 139,439 CHF 98.79% 98.79%
10/07/2024 0.71% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 418,834 CHF 140,611 CHF 99.51% 99.51%
09/07/2024 0.71% 1.41 CHF 1.42 CHF 300,000 100,000 300,000 100,000 420,078 CHF 141,026 CHF 98.67% 98.67%
08/07/2024 0.71% 1.40 CHF 1.41 CHF 300,000 100,000 300,000 100,000 421,906 CHF 141,635 CHF 99.46% 99.46%
05/07/2024 0.72% 1.41 CHF 1.42 CHF 300,000 100,000 300,000 100,000 413,541 CHF 138,847 CHF 99.31% 99.31%
04/07/2024 0.72% 1.38 CHF 1.39 CHF 300,000 100,000 300,000 100,000 413,016 CHF 138,672 CHF 99.56% 99.56%
03/07/2024 0.70% 1.36 CHF 1.37 CHF 300,000 100,000 300,000 100,000 429,238 CHF 144,079 CHF 99.26% 99.26%
02/07/2024 0.74% 1.37 CHF 1.38 CHF 300,000 100,000 300,000 100,000 404,072 CHF 135,691 CHF 99.17% 99.17%

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