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 0.54% 1.97 CHF 1.98 CHF 375,000 375,000 387,666 387,666 721,409 CHF 725,286 CHF 100.00% 100.00%
12/07/2024 0.55% 1.85 CHF 1.86 CHF 389,300 389,300 386,571 386,571 697,210 CHF 701,076 CHF 100.00% 100.00%
11/07/2024 0.58% 1.90 CHF 1.91 CHF 386,200 386,200 410,385 410,385 712,267 CHF 716,371 CHF 100.00% 100.00%
10/07/2024 0.60% 1.66 CHF 1.67 CHF 413,600 413,600 430,778 430,778 714,228 CHF 718,536 CHF 100.00% 100.00%
09/07/2024 0.63% 1.53 CHF 1.54 CHF 433,100 433,100 422,236 422,236 666,685 CHF 670,912 CHF 100.00% 100.00%
08/07/2024 0.60% 1.64 CHF 1.65 CHF 421,400 421,400 417,406 417,406 689,203 CHF 693,377 CHF 100.00% 100.00%
05/07/2024 0.61% 1.71 CHF 1.72 CHF 417,000 417,000 438,837 438,837 716,759 CHF 721,147 CHF 100.00% 100.00%
04/07/2024 0.63% 1.59 CHF 1.60 CHF 441,500 441,500 437,973 437,973 691,888 CHF 696,268 CHF 100.00% 100.00%
03/07/2024 0.65% 1.61 CHF 1.62 CHF 437,500 437,500 471,048 471,048 725,410 CHF 730,120 CHF 100.00% 100.00%
02/07/2024 0.70% 1.45 CHF 1.46 CHF 475,400 475,400 478,236 478,236 685,157 CHF 689,940 CHF 99.99% 99.99%

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