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 0.95% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 313,496 CHF 105,499 CHF 99.38% 99.38%
12/07/2024 0.96% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 309,896 CHF 104,299 CHF 99.37% 99.37%
11/07/2024 0.98% 1.05 CHF 1.06 CHF 300,000 100,000 300,000 100,000 304,086 CHF 102,362 CHF 99.37% 99.37%
10/07/2024 1.02% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 294,116 CHF 99,039 CHF 99.37% 99.37%
09/07/2024 0.99% 0.96 CHF 0.97 CHF 300,000 100,000 300,000 100,000 302,164 CHF 101,721 CHF 99.37% 99.37%
08/07/2024 1.04% 0.95 CHF 0.96 CHF 300,000 100,000 300,000 100,000 287,787 CHF 96,929 CHF 99.38% 99.38%
05/07/2024 1.05% 0.96 CHF 0.97 CHF 300,000 100,000 300,000 100,000 284,368 CHF 95,790 CHF 99.38% 99.38%
04/07/2024 1.09% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 272,911 CHF 91,970 CHF 98.59% 98.59%
03/07/2024 1.23% 0.81 CHF 0.82 CHF 300,000 100,000 300,000 100,000 242,574 CHF 81,858 CHF 99.38% 99.38%
02/07/2024 1.37% 0.74 CHF 0.75 CHF 300,000 100,000 300,000 100,000 218,096 CHF 73,699 CHF 99.37% 99.37%

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