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 0.98% 0.98 CHF 0.99 CHF 450,000 100,000 450,000 100,000 457,790 CHF 102,731 CHF 99.38% 99.38%
12/07/2024 1.03% 1.01 CHF 1.02 CHF 450,000 100,000 450,000 100,000 435,151 CHF 97,700 CHF 99.38% 99.38%
11/07/2024 1.08% 0.98 CHF 0.99 CHF 450,000 100,000 450,000 100,000 416,539 CHF 93,564 CHF 99.38% 99.38%
10/07/2024 1.14% 0.88 CHF 0.89 CHF 450,000 100,000 450,000 100,000 393,156 CHF 88,368 CHF 99.37% 99.37%
09/07/2024 1.11% 0.87 CHF 0.88 CHF 450,000 100,000 450,000 100,000 403,287 CHF 90,619 CHF 99.37% 99.37%
08/07/2024 1.12% 0.89 CHF 0.90 CHF 450,000 100,000 450,000 100,000 399,668 CHF 89,815 CHF 99.38% 99.38%
05/07/2024 1.04% 0.93 CHF 0.94 CHF 450,000 100,000 450,000 100,000 432,347 CHF 97,077 CHF 99.37% 99.37%
04/07/2024 1.07% 0.93 CHF 0.94 CHF 450,000 100,000 450,000 100,000 416,593 CHF 93,576 CHF 98.58% 98.58%
03/07/2024 1.12% 0.90 CHF 0.91 CHF 450,000 100,000 450,000 100,000 401,241 CHF 90,165 CHF 99.37% 99.37%
02/07/2024 1.24% 0.84 CHF 0.85 CHF 450,000 100,000 450,000 100,000 361,263 CHF 81,281 CHF 99.38% 99.38%

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