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 0.88% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 340,626 CHF 114,542 CHF 99.09% 99.09%
12/07/2024 0.86% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 345,472 CHF 116,158 CHF 99.28% 99.28%
11/07/2024 0.90% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 332,413 CHF 111,804 CHF 98.67% 98.67%
10/07/2024 0.91% 1.10 CHF 1.11 CHF 300,000 100,000 300,000 100,000 326,877 CHF 109,959 CHF 99.20% 99.20%
09/07/2024 0.94% 1.01 CHF 1.02 CHF 300,000 100,000 300,000 100,000 316,168 CHF 106,389 CHF 99.24% 99.24%
08/07/2024 0.87% 1.10 CHF 1.11 CHF 300,000 100,000 300,000 100,000 341,863 CHF 114,954 CHF 99.24% 99.24%
05/07/2024 0.88% 1.10 CHF 1.11 CHF 300,000 100,000 300,000 100,000 340,776 CHF 114,592 CHF 99.23% 99.23%
04/07/2024 0.86% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 348,496 CHF 117,165 CHF 99.01% 99.01%
03/07/2024 0.96% 1.07 CHF 1.08 CHF 300,000 100,000 300,000 100,000 312,234 CHF 105,078 CHF 98.84% 98.84%
02/07/2024 1.11% 0.95 CHF 0.96 CHF 300,000 100,000 300,000 100,000 269,068 CHF 90,689 CHF 99.24% 99.24%

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