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 0.92% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 324,040 CHF 109,013 CHF 99.16% 99.16%
12/07/2024 0.94% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 316,419 CHF 106,473 CHF 85.85% 85.85%
11/07/2024 0.97% 1.02 CHF 1.03 CHF 300,000 100,000 300,000 100,000 308,891 CHF 103,964 CHF 99.22% 99.22%
10/07/2024 1.17% 0.89 CHF 0.90 CHF 300,000 100,000 300,000 100,000 256,011 CHF 86,337 CHF 99.23% 99.23%
09/07/2024 1.09% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 274,778 CHF 92,593 CHF 99.24% 99.24%
08/07/2024 1.07% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 278,426 CHF 93,809 CHF 99.23% 99.23%
05/07/2024 1.03% 0.95 CHF 0.96 CHF 300,000 100,000 300,000 100,000 290,663 CHF 97,888 CHF 93.18% 93.18%
04/07/2024 1.00% 1.00 CHF 1.00 CHF 300,000 100,000 300,000 100,000 298,250 CHF 100,417 CHF 97.32% 97.32%
03/07/2024 1.04% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 286,778 CHF 96,593 CHF 99.24% 99.24%
02/07/2024 1.08% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 276,302 CHF 93,101 CHF 97.30% 97.30%

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