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 0.93% 1.06 CHF 1.07 CHF 450,000 150,000 450,000 150,000 483,380 CHF 162,627 CHF 98.88% 98.88%
12/07/2024 0.97% 1.13 CHF 1.14 CHF 450,000 150,000 450,000 150,000 463,316 CHF 155,939 CHF 98.86% 98.86%
11/07/2024 1.04% 0.99 CHF 1.00 CHF 450,000 150,000 450,000 150,000 428,738 CHF 144,412 CHF 98.92% 98.92%
10/07/2024 1.11% 0.94 CHF 0.95 CHF 450,000 150,000 450,000 150,000 404,087 CHF 136,196 CHF 99.13% 99.13%
09/07/2024 1.11% 0.85 CHF 0.86 CHF 450,000 150,000 450,000 150,000 404,117 CHF 136,206 CHF 99.10% 99.10%
08/07/2024 1.03% 0.96 CHF 0.97 CHF 450,000 150,000 450,000 150,000 436,460 CHF 146,987 CHF 99.08% 99.08%
05/07/2024 0.99% 0.96 CHF 0.97 CHF 450,000 150,000 450,000 150,000 451,001 CHF 151,834 CHF 99.07% 99.07%
04/07/2024 1.04% 0.97 CHF 0.98 CHF 450,000 150,000 450,000 150,000 429,611 CHF 144,704 CHF 99.08% 99.08%
03/07/2024 1.07% 0.95 CHF 0.96 CHF 450,000 150,000 450,000 150,000 418,025 CHF 140,842 CHF 99.16% 99.16%
02/07/2024 1.10% 0.91 CHF 0.92 CHF 450,000 150,000 450,000 150,000 408,131 CHF 137,544 CHF 99.16% 99.16%

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