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% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 360,395 CHF 121,132 CHF 99.38% 99.38%
12/07/2024 0.83% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 359,199 CHF 120,733 CHF 99.37% 99.37%
11/07/2024 0.84% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 354,769 CHF 119,256 CHF 99.37% 99.37%
10/07/2024 0.86% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 347,628 CHF 116,876 CHF 99.37% 99.37%
09/07/2024 0.85% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 353,252 CHF 118,751 CHF 99.37% 99.37%
08/07/2024 0.87% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 342,708 CHF 115,236 CHF 99.38% 99.38%
05/07/2024 0.88% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 340,663 CHF 114,554 CHF 99.38% 99.38%
04/07/2024 0.90% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 332,122 CHF 111,707 CHF 98.59% 98.59%
03/07/2024 0.96% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 311,802 CHF 104,934 CHF 99.38% 99.38%
02/07/2024 1.02% 0.99 CHF 1.00 CHF 300,000 100,000 300,000 100,000 292,206 CHF 98,402 CHF 99.37% 99.37%

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