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 0.85% 1.17 CHF 1.18 CHF 60,000 60,000 52,187 36,560 60,869 CHF 42,955 CHF 98.91% 98.91%
12/07/2024 0.92% 1.13 CHF 1.14 CHF 60,000 60,000 52,618 37,853 57,134 CHF 41,668 CHF 82.65% 82.65%
11/07/2024 0.93% 1.09 CHF 1.10 CHF 60,000 60,000 52,182 36,546 55,885 CHF 39,530 CHF 99.14% 99.14%
10/07/2024 0.98% 1.05 CHF 1.06 CHF 60,000 60,000 52,173 36,518 53,129 CHF 37,700 CHF 99.56% 99.56%
09/07/2024 1.02% 0.96 CHF 0.97 CHF 60,000 60,000 60,000 36,513 58,440 CHF 35,878 CHF 99.63% 99.63%
08/07/2024 1.04% 0.95 CHF 0.96 CHF 60,000 60,000 60,000 36,513 57,600 CHF 35,414 CHF 99.62% 99.62%
05/07/2024 1.00% 1.03 CHF 1.04 CHF 60,000 60,000 58,514 38,975 58,450 CHF 39,465 CHF 72.31% 72.31%
04/07/2024 1.03% 0.98 CHF 0.99 CHF 60,000 30,000 60,000 30,000 58,008 CHF 29,304 CHF 92.41% 92.41%
03/07/2024 1.12% 0.97 CHF 0.98 CHF 60,000 60,000 60,000 36,441 53,335 CHF 33,105 CHF 99.32% 99.32%
02/07/2024 1.19% 0.82 CHF 0.83 CHF 70,000 60,000 66,017 36,451 55,034 CHF 30,775 CHF 99.35% 99.35%

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