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 0.82% 1.27 CHF 1.28 CHF 300,000 100,000 300,000 100,000 363,871 CHF 122,290 CHF 98.78% 98.78%
12/07/2024 0.81% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 367,216 CHF 123,405 CHF 99.43% 99.43%
11/07/2024 0.74% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 405,753 CHF 136,251 CHF 98.86% 98.86%
10/07/2024 0.74% 1.34 CHF 1.35 CHF 300,000 100,000 300,000 100,000 402,284 CHF 135,095 CHF 99.17% 99.17%
09/07/2024 0.74% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 403,360 CHF 135,453 CHF 97.91% 97.91%
08/07/2024 0.74% 1.34 CHF 1.35 CHF 300,000 100,000 300,000 100,000 403,649 CHF 135,550 CHF 99.34% 99.34%
05/07/2024 0.78% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 381,428 CHF 128,143 CHF 99.23% 99.23%
04/07/2024 0.80% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 374,409 CHF 125,803 CHF 99.57% 99.57%
03/07/2024 0.81% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 368,185 CHF 123,728 CHF 99.45% 99.45%
02/07/2024 0.86% 1.19 CHF 1.20 CHF 300,000 100,000 401,791 133,930 466,898 CHF 156,972 CHF 99.47% 99.47%

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