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 0.83% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 361,728 CHF 121,576 CHF 93.60% 93.60%
12/07/2024 0.83% 1.24 CHF 1.25 CHF 300,000 100,000 300,000 100,000 360,623 CHF 121,208 CHF 93.23% 93.23%
11/07/2024 0.86% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 346,848 CHF 116,616 CHF 94.45% 94.45%
10/07/2024 0.85% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 351,321 CHF 118,107 CHF 96.11% 96.11%
09/07/2024 0.82% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 366,493 CHF 123,164 CHF 91.36% 91.36%
08/07/2024 0.82% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 364,371 CHF 122,457 CHF 95.78% 95.78%
05/07/2024 0.81% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 368,427 CHF 123,809 CHF 92.63% 92.63%
04/07/2024 0.82% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 364,902 CHF 122,634 CHF 90.46% 90.46%
03/07/2024 0.82% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 362,839 CHF 121,946 CHF 96.86% 96.86%
02/07/2024 0.80% 1.27 CHF 1.28 CHF 300,000 100,000 300,000 100,000 374,662 CHF 125,887 CHF 94.72% 94.72%

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