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
25/07/2024 1.15% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 516,825 CHF 174,275 CHF 99.23% 99.23%
24/07/2024 1.11% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 536,278 CHF 180,759 CHF 99.24% 99.24%
23/07/2024 1.15% 0.89 CHF 0.90 CHF 600,000 200,000 600,000 200,000 516,766 CHF 174,255 CHF 99.22% 99.22%
22/07/2024 1.18% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 507,558 CHF 171,186 CHF 98.50% 98.50%
19/07/2024 1.27% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 467,766 CHF 157,922 CHF 97.39% 97.39%
18/07/2024 1.27% 0.76 CHF 0.77 CHF 600,000 200,000 600,000 200,000 469,720 CHF 158,573 CHF 99.22% 99.22%
17/07/2024 1.20% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 496,267 CHF 167,422 CHF 99.23% 99.23%
16/07/2024 1.14% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 523,324 CHF 176,441 CHF 99.24% 99.24%
15/07/2024 1.12% 0.86 CHF 0.87 CHF 600,000 200,000 600,000 200,000 531,002 CHF 179,001 CHF 95.29% 95.29%
12/07/2024 1.10% 0.91 CHF 0.92 CHF 600,000 200,000 600,000 200,000 540,323 CHF 182,108 CHF 99.27% 99.27%

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