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 0.99% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 300,453 CHF 101,151 CHF 99.28% 99.28%
12/07/2024 0.99% 1.01 CHF 1.02 CHF 300,000 100,000 300,000 100,000 300,136 CHF 101,045 CHF 98.55% 98.55%
11/07/2024 1.06% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 282,779 CHF 95,260 CHF 92.39% 92.39%
10/07/2024 1.11% 0.92 CHF 0.93 CHF 300,000 100,000 300,000 100,000 269,617 CHF 90,872 CHF 98.56% 98.56%
09/07/2024 1.13% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 265,137 CHF 89,379 CHF 99.18% 99.18%
08/07/2024 1.08% 0.89 CHF 0.90 CHF 300,000 100,000 300,000 100,000 275,738 CHF 92,913 CHF 99.29% 99.29%
05/07/2024 1.19% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 250,690 CHF 84,563 CHF 99.27% 99.27%
04/07/2024 1.18% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 253,174 CHF 85,391 CHF 99.31% 99.31%
03/07/2024 1.08% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 275,976 CHF 92,992 CHF 98.96% 98.96%
02/07/2024 1.07% 0.92 CHF 0.93 CHF 300,000 100,000 300,000 100,000 279,224 CHF 94,075 CHF 99.14% 99.14%

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