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 0.79% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 378,787 CHF 127,262 CHF 99.38% 99.38%
12/07/2024 0.80% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 372,437 CHF 125,146 CHF 99.38% 99.38%
11/07/2024 0.85% 1.20 CHF 1.21 CHF 300,000 100,000 311,481 103,827 363,916 CHF 122,344 CHF 99.37% 99.37%
10/07/2024 0.86% 1.18 CHF 1.19 CHF 300,000 100,000 434,851 144,950 500,775 CHF 168,375 CHF 99.37% 99.37%
09/07/2024 0.85% 1.17 CHF 1.18 CHF 450,000 150,000 366,070 122,023 430,346 CHF 144,669 CHF 99.38% 99.38%
08/07/2024 0.84% 1.17 CHF 1.18 CHF 450,000 150,000 378,101 126,034 448,346 CHF 150,709 CHF 99.38% 99.38%
05/07/2024 0.82% 1.18 CHF 1.19 CHF 450,000 150,000 329,719 109,906 399,495 CHF 134,264 CHF 99.38% 99.38%
04/07/2024 0.85% 1.20 CHF 1.21 CHF 450,000 150,000 445,151 148,384 520,624 CHF 175,025 CHF 98.59% 98.59%
03/07/2024 0.86% 1.16 CHF 1.17 CHF 450,000 150,000 450,000 150,000 523,893 CHF 176,131 CHF 99.37% 99.37%
02/07/2024 0.90% 1.14 CHF 1.15 CHF 450,000 150,000 450,000 150,000 499,488 CHF 167,996 CHF 99.37% 99.37%

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