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 1.07% 0.95 CHF 0.96 CHF 600,000 200,000 600,000 200,000 558,840 CHF 188,280 CHF 97.93% 97.93%
12/07/2024 1.16% 0.89 CHF 0.90 CHF 600,000 200,000 600,000 200,000 513,178 CHF 173,059 CHF 99.03% 99.03%
11/07/2024 1.28% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 464,904 CHF 156,968 CHF 97.27% 97.27%
10/07/2024 1.31% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 453,819 CHF 153,273 CHF 89.28% 89.28%
09/07/2024 1.29% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 462,195 CHF 156,065 CHF 99.32% 99.32%
08/07/2024 1.30% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 458,923 CHF 154,974 CHF 97.54% 97.54%
05/07/2024 1.29% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 463,885 CHF 156,628 CHF 96.72% 96.72%
04/07/2024 1.27% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 467,832 CHF 157,944 CHF 99.37% 99.37%
03/07/2024 1.25% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 477,768 CHF 161,256 CHF 97.65% 97.65%
02/07/2024 1.28% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 466,787 CHF 157,596 CHF 94.50% 94.50%

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