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 0.79% 1.26 CHF 1.27 CHF 300,000 100,000 300,000 100,000 379,694 CHF 127,565 CHF 99.16% 99.16%
12/07/2024 0.80% 1.26 CHF 1.27 CHF 300,000 100,000 300,000 100,000 372,125 CHF 125,042 CHF 85.85% 85.85%
11/07/2024 0.82% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 364,725 CHF 122,575 CHF 99.23% 99.23%
10/07/2024 0.96% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 311,737 CHF 104,912 CHF 99.24% 99.24%
09/07/2024 0.90% 1.03 CHF 1.05 CHF 300,000 100,000 300,000 100,000 330,630 CHF 111,210 CHF 99.24% 99.24%
08/07/2024 0.89% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 334,037 CHF 112,346 CHF 99.23% 99.23%
05/07/2024 0.86% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 346,324 CHF 116,441 CHF 93.18% 93.18%
04/07/2024 0.84% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 354,325 CHF 119,108 CHF 97.32% 97.32%
03/07/2024 0.87% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 342,754 CHF 115,252 CHF 99.23% 99.23%
02/07/2024 0.90% 1.11 CHF 1.12 CHF 300,000 100,000 300,000 100,000 332,241 CHF 111,747 CHF 97.30% 97.30%

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