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 1.03% 0.99 CHF 1.00 CHF 300,000 100,000 430,650 143,550 416,578 CHF 140,295 CHF 98.76% 98.76%
12/07/2024 0.99% 1.00 CHF 1.01 CHF 300,000 100,000 316,477 105,492 317,355 CHF 106,840 CHF 99.59% 99.59%
11/07/2024 0.95% 0.97 CHF 0.98 CHF 450,000 150,000 351,071 117,024 366,429 CHF 123,313 CHF 93.75% 93.75%
10/07/2024 0.98% 1.00 CHF 1.01 CHF 450,000 150,000 450,000 150,000 456,388 CHF 153,629 CHF 98.49% 98.49%
09/07/2024 1.00% 1.02 CHF 1.03 CHF 450,000 150,000 450,000 150,000 447,896 CHF 150,799 CHF 99.03% 99.03%
08/07/2024 0.99% 0.99 CHF 1.00 CHF 450,000 150,000 450,000 150,000 450,056 CHF 151,519 CHF 99.58% 99.58%
05/07/2024 1.10% 0.92 CHF 0.93 CHF 450,000 150,000 450,000 150,000 405,409 CHF 136,636 CHF 89.82% 89.82%
04/07/2024 1.09% 0.93 CHF 0.94 CHF 450,000 150,000 450,000 150,000 411,130 CHF 138,543 CHF 99.19% 99.19%
03/07/2024 1.12% 0.88 CHF 0.89 CHF 450,000 150,000 450,000 150,000 400,263 CHF 134,921 CHF 97.73% 97.73%
02/07/2024 1.15% 0.86 CHF 0.87 CHF 450,000 150,000 450,000 150,000 387,646 CHF 130,715 CHF 94.34% 94.34%

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