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 0.89% 1.08 CHF 1.09 CHF 450,000 150,000 450,000 150,000 501,173 CHF 168,558 CHF 99.27% 99.27%
12/07/2024 0.98% 1.10 CHF 1.11 CHF 450,000 150,000 450,000 150,000 458,341 CHF 154,280 CHF 99.27% 99.27%
11/07/2024 1.01% 1.00 CHF 1.01 CHF 450,000 150,000 450,000 150,000 445,159 CHF 149,886 CHF 99.27% 99.27%
10/07/2024 1.06% 0.96 CHF 0.97 CHF 450,000 150,000 450,000 150,000 420,700 CHF 141,733 CHF 99.27% 99.27%
09/07/2024 1.09% 0.92 CHF 0.93 CHF 450,000 150,000 450,000 150,000 412,444 CHF 138,981 CHF 99.27% 99.27%
08/07/2024 1.10% 0.91 CHF 0.92 CHF 450,000 150,000 450,000 150,000 408,006 CHF 137,502 CHF 99.24% 99.24%
05/07/2024 1.06% 0.95 CHF 0.96 CHF 450,000 150,000 450,000 150,000 423,883 CHF 142,794 CHF 99.27% 99.27%
04/07/2024 1.14% 0.90 CHF 0.91 CHF 450,000 150,000 560,450 186,817 488,380 CHF 164,661 CHF 99.27% 99.27%
03/07/2024 1.32% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 451,379 CHF 152,460 CHF 99.27% 99.27%
02/07/2024 1.47% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 406,002 CHF 137,334 CHF 99.27% 99.27%

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