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 1.20% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 248,886 CHF 83,962 CHF 99.11% 99.11%
12/07/2024 1.18% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 253,800 CHF 85,600 CHF 99.28% 99.28%
11/07/2024 1.24% 0.81 CHF 0.82 CHF 300,000 100,000 300,000 100,000 240,854 CHF 81,285 CHF 98.67% 98.67%
10/07/2024 1.27% 0.79 CHF 0.80 CHF 300,000 100,000 300,000 100,000 235,556 CHF 79,519 CHF 99.20% 99.20%
09/07/2024 1.33% 0.71 CHF 0.72 CHF 300,000 100,000 300,000 100,000 224,841 CHF 75,947 CHF 99.24% 99.24%
08/07/2024 1.19% 0.80 CHF 0.81 CHF 300,000 100,000 300,000 100,000 250,741 CHF 84,580 CHF 99.24% 99.24%
05/07/2024 1.20% 0.79 CHF 0.80 CHF 300,000 100,000 300,000 100,000 249,367 CHF 84,122 CHF 99.23% 99.23%
04/07/2024 1.16% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 257,085 CHF 86,695 CHF 99.01% 99.01%
03/07/2024 1.35% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 221,032 CHF 74,677 CHF 98.84% 98.84%
02/07/2024 1.67% 0.65 CHF 0.66 CHF 300,000 100,000 300,000 100,000 178,111 CHF 60,370 CHF 99.23% 99.23%

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