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 1.14% 0.90 CHF 0.91 CHF 300,000 100,000 395,924 131,975 346,071 CHF 116,677 CHF 99.60% 99.60%
12/07/2024 1.09% 0.91 CHF 0.92 CHF 300,000 100,000 304,908 101,636 277,894 CHF 93,648 CHF 99.59% 99.59%
11/07/2024 1.04% 0.89 CHF 0.90 CHF 450,000 150,000 339,601 113,200 323,940 CHF 109,112 CHF 92.74% 92.74%
10/07/2024 1.08% 0.91 CHF 0.92 CHF 450,000 150,000 436,715 145,572 402,973 CHF 135,780 CHF 98.50% 98.50%
09/07/2024 1.10% 0.92 CHF 0.93 CHF 450,000 150,000 438,746 146,249 396,989 CHF 133,792 CHF 99.03% 99.03%
08/07/2024 1.09% 0.89 CHF 0.90 CHF 450,000 150,000 398,370 132,790 361,431 CHF 121,805 CHF 99.58% 99.58%
05/07/2024 1.23% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 363,235 CHF 122,578 CHF 89.72% 89.72%
04/07/2024 1.21% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 368,895 CHF 124,465 CHF 99.20% 99.20%
03/07/2024 1.25% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 358,561 CHF 121,020 CHF 97.73% 97.73%
02/07/2024 1.29% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 345,387 CHF 116,629 CHF 95.42% 95.42%

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