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 1.02% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 584,640 CHF 196,880 CHF 97.93% 97.93%
12/07/2024 1.10% 0.94 CHF 0.95 CHF 600,000 200,000 600,000 200,000 540,456 CHF 182,152 CHF 98.98% 98.98%
11/07/2024 1.20% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 495,957 CHF 167,319 CHF 97.20% 97.20%
10/07/2024 1.23% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 484,175 CHF 163,392 CHF 89.28% 89.28%
09/07/2024 1.21% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 492,320 CHF 166,107 CHF 99.41% 99.41%
08/07/2024 1.22% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 489,056 CHF 165,019 CHF 97.55% 97.55%
05/07/2024 1.20% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 495,945 CHF 167,315 CHF 96.82% 96.82%
04/07/2024 1.20% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 498,274 CHF 168,091 CHF 99.37% 99.37%
03/07/2024 1.17% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 507,765 CHF 171,255 CHF 97.70% 97.70%
02/07/2024 1.20% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 497,621 CHF 167,874 CHF 94.58% 94.58%

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