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 0.64% 1.50 CHF 1.51 CHF 80,300 80,300 80,148 80,148 125,432 CHF 126,233 CHF 100.00% 100.00%
12/07/2024 0.61% 1.64 CHF 1.65 CHF 80,300 80,300 80,750 80,750 131,114 CHF 131,922 CHF 99.99% 99.99%
11/07/2024 0.61% 1.59 CHF 1.60 CHF 82,500 82,500 81,292 81,292 132,500 CHF 133,313 CHF 99.99% 99.99%
10/07/2024 0.66% 1.58 CHF 1.59 CHF 86,400 86,400 87,083 87,083 132,393 CHF 133,264 CHF 100.00% 100.00%
09/07/2024 0.68% 1.46 CHF 1.47 CHF 87,800 87,800 87,717 87,717 129,479 CHF 130,356 CHF 99.74% 99.74%
08/07/2024 0.67% 1.49 CHF 1.50 CHF 91,000 91,000 90,930 90,930 136,171 CHF 137,081 CHF 99.28% 99.28%
05/07/2024 0.70% 1.40 CHF 1.41 CHF 92,400 92,400 91,185 91,185 129,278 CHF 130,190 CHF 99.99% 99.99%
04/07/2024 0.72% 1.41 CHF 1.42 CHF 93,000 93,000 94,681 94,681 131,681 CHF 132,628 CHF 99.55% 99.55%
03/07/2024 0.72% 1.38 CHF 1.39 CHF 94,000 94,000 94,000 94,000 129,321 CHF 130,261 CHF 100.00% 100.00%
02/07/2024 0.71% 1.40 CHF 1.41 CHF 89,600 89,600 89,572 89,572 126,263 CHF 127,159 CHF 100.00% 100.00%

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