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 0.52% 1.88 CHF 1.89 CHF 300,000 100,000 300,000 100,000 577,611 CHF 193,537 CHF 99.19% 99.19%
12/07/2024 0.51% 1.98 CHF 1.99 CHF 300,000 100,000 300,000 100,000 589,837 CHF 197,612 CHF 99.27% 99.27%
11/07/2024 0.51% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 591,196 CHF 198,065 CHF 99.23% 99.23%
10/07/2024 0.53% 1.93 CHF 1.94 CHF 300,000 100,000 300,000 100,000 566,285 CHF 189,762 CHF 99.23% 99.23%
09/07/2024 0.54% 1.85 CHF 1.86 CHF 300,000 100,000 300,000 100,000 556,519 CHF 186,506 CHF 99.23% 99.23%
08/07/2024 0.53% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 561,283 CHF 188,094 CHF 99.24% 99.24%
05/07/2024 0.55% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 543,144 CHF 182,048 CHF 99.23% 99.23%
04/07/2024 0.56% 1.81 CHF 1.82 CHF 300,000 100,000 300,000 100,000 536,412 CHF 179,804 CHF 99.23% 99.23%
03/07/2024 0.56% 1.78 CHF 1.79 CHF 300,000 100,000 300,000 100,000 532,862 CHF 178,621 CHF 99.23% 99.23%
02/07/2024 0.55% 1.79 CHF 1.80 CHF 300,000 100,000 300,000 100,000 540,058 CHF 181,019 CHF 99.24% 99.24%

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