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 1.10% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 272,427 CHF 91,809 CHF 99.59% 99.59%
12/07/2024 1.04% 0.95 CHF 0.96 CHF 300,000 100,000 300,000 100,000 285,758 CHF 96,253 CHF 99.59% 99.59%
11/07/2024 0.99% 0.92 CHF 0.93 CHF 300,000 100,000 300,000 100,000 302,277 CHF 101,759 CHF 93.72% 93.72%
10/07/2024 1.03% 0.94 CHF 0.95 CHF 300,000 100,000 300,000 100,000 290,373 CHF 97,791 CHF 98.50% 98.50%
09/07/2024 1.05% 0.97 CHF 0.98 CHF 300,000 100,000 300,000 100,000 283,982 CHF 95,661 CHF 99.03% 99.03%
08/07/2024 1.04% 0.94 CHF 0.95 CHF 300,000 100,000 300,000 100,000 287,126 CHF 96,709 CHF 99.58% 99.58%
05/07/2024 1.20% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 248,174 CHF 83,725 CHF 89.72% 89.72%
04/07/2024 1.18% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 252,591 CHF 85,197 CHF 99.19% 99.19%
03/07/2024 1.23% 0.79 CHF 0.80 CHF 300,000 100,000 300,000 100,000 242,291 CHF 81,764 CHF 97.72% 97.72%
02/07/2024 1.29% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 231,582 CHF 78,194 CHF 95.40% 95.40%

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