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 0.96% 1.04 CHF 1.05 CHF 300,000 100,000 278,691 92,897 289,976 CHF 97,588 CHF 99.23% 99.23%
12/07/2024 0.95% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 315,953 CHF 106,318 CHF 99.05% 99.05%
11/07/2024 0.83% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 360,298 CHF 121,099 CHF 98.73% 98.73%
10/07/2024 0.82% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 363,210 CHF 122,070 CHF 99.51% 99.51%
09/07/2024 0.82% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 364,444 CHF 122,481 CHF 98.58% 98.58%
08/07/2024 0.82% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 365,939 CHF 122,980 CHF 99.39% 99.39%
05/07/2024 0.84% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 355,460 CHF 119,487 CHF 99.30% 99.30%
04/07/2024 0.84% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 354,741 CHF 119,247 CHF 99.56% 99.56%
03/07/2024 0.80% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 372,191 CHF 125,064 CHF 99.34% 99.34%
02/07/2024 0.86% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 346,167 CHF 116,389 CHF 99.18% 99.18%

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