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 1.01% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 295,657 CHF 99,552 CHF 99.39% 99.39%
12/07/2024 1.01% 0.99 CHF 1.00 CHF 300,000 100,000 300,000 100,000 294,940 CHF 99,314 CHF 98.66% 98.66%
11/07/2024 1.08% 0.96 CHF 0.97 CHF 300,000 100,000 300,000 100,000 277,525 CHF 93,509 CHF 92.50% 92.50%
10/07/2024 1.13% 0.91 CHF 0.92 CHF 300,000 100,000 300,000 100,000 265,039 CHF 89,346 CHF 98.65% 98.65%
09/07/2024 1.15% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 260,156 CHF 87,719 CHF 99.28% 99.28%
08/07/2024 1.10% 0.87 CHF 0.88 CHF 300,000 100,000 300,000 100,000 270,696 CHF 91,232 CHF 99.40% 99.40%
05/07/2024 1.21% 0.83 CHF 0.84 CHF 300,000 100,000 300,000 100,000 246,278 CHF 83,093 CHF 99.37% 99.37%
04/07/2024 1.20% 0.82 CHF 0.83 CHF 300,000 100,000 300,000 100,000 248,965 CHF 83,988 CHF 99.41% 99.41%
03/07/2024 1.10% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 271,427 CHF 91,476 CHF 99.02% 99.02%
02/07/2024 1.09% 0.91 CHF 0.92 CHF 300,000 100,000 300,000 100,000 274,762 CHF 92,587 CHF 99.13% 99.13%

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