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 0.67% 1.65 CHF 1.51 CHF 600,000 200,000 600,000 200,000 897,186 CHF 301,062 CHF 58.52% 98.57%
12/07/2024 0.74% 1.37 CHF 1.38 CHF 600,000 200,000 600,000 200,000 809,470 CHF 271,823 CHF 98.97% 98.97%
11/07/2024 0.70% 1.43 CHF 1.44 CHF 600,000 200,000 600,000 200,000 850,915 CHF 285,638 CHF 98.41% 98.41%
10/07/2024 0.70% 1.37 CHF 1.38 CHF 600,000 200,000 600,000 200,000 853,572 CHF 286,524 CHF 99.05% 99.05%
09/07/2024 0.69% 1.41 CHF 1.42 CHF 600,000 200,000 600,000 200,000 860,535 CHF 288,845 CHF 98.91% 98.91%
08/07/2024 0.69% 1.41 CHF 1.42 CHF 600,000 200,000 600,000 200,000 867,943 CHF 291,314 CHF 99.02% 99.02%
05/07/2024 0.76% 1.39 CHF 1.40 CHF 600,000 200,000 600,000 200,000 789,136 CHF 265,045 CHF 98.70% 98.70%
04/07/2024 0.72% 1.38 CHF 1.39 CHF 600,000 200,000 600,000 200,000 832,399 CHF 279,466 CHF 99.37% 99.37%
03/07/2024 0.68% 1.45 CHF 1.46 CHF 600,000 200,000 600,000 200,000 875,510 CHF 293,837 CHF 99.35% 99.35%
02/07/2024 0.65% 1.53 CHF 1.54 CHF 600,000 200,000 600,000 200,000 920,249 CHF 308,750 CHF 98.99% 98.99%

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