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 1.17% 0.80 CHF 0.81 CHF 300,000 100,000 301,026 100,342 254,867 CHF 85,959 CHF 99.38% 99.38%
12/07/2024 1.20% 0.88 CHF 0.89 CHF 300,000 100,000 300,000 100,000 248,099 CHF 83,700 CHF 99.38% 99.38%
11/07/2024 1.32% 0.78 CHF 0.79 CHF 300,000 100,000 412,841 137,614 309,984 CHF 104,704 CHF 99.38% 99.38%
10/07/2024 1.35% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 331,412 CHF 111,971 CHF 99.37% 99.37%
09/07/2024 1.30% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 342,979 CHF 115,826 CHF 99.38% 99.38%
08/07/2024 1.29% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 347,634 CHF 117,378 CHF 99.38% 99.38%
05/07/2024 1.24% 0.77 CHF 0.78 CHF 450,000 150,000 450,000 150,000 359,596 CHF 121,365 CHF 99.37% 99.37%
04/07/2024 1.31% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 340,118 CHF 114,873 CHF 98.59% 98.59%
03/07/2024 1.33% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 337,422 CHF 113,974 CHF 99.37% 99.37%
02/07/2024 1.42% 0.73 CHF 0.74 CHF 450,000 150,000 450,000 150,000 314,174 CHF 106,225 CHF 99.38% 99.38%

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