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 0.66% 1.62 CHF 1.63 CHF 367,700 367,700 383,643 383,643 577,910 CHF 581,746 CHF 100.00% 100.00%
12/07/2024 0.69% 1.50 CHF 1.51 CHF 385,700 385,700 382,267 382,267 554,566 CHF 558,389 CHF 100.00% 100.00%
11/07/2024 0.72% 1.54 CHF 1.55 CHF 381,800 381,800 412,599 412,599 572,468 CHF 576,594 CHF 100.00% 100.00%
10/07/2024 0.76% 1.32 CHF 1.33 CHF 416,700 416,700 438,899 438,899 577,015 CHF 581,404 CHF 100.00% 100.00%
09/07/2024 0.80% 1.20 CHF 1.21 CHF 441,900 441,900 427,836 427,836 531,087 CHF 535,370 CHF 100.00% 100.00%
08/07/2024 0.76% 1.30 CHF 1.31 CHF 426,600 426,600 421,336 421,336 551,658 CHF 555,872 CHF 100.00% 100.00%
05/07/2024 0.77% 1.36 CHF 1.37 CHF 420,800 420,800 449,144 449,144 581,084 CHF 585,575 CHF 100.00% 100.00%
04/07/2024 0.80% 1.25 CHF 1.26 CHF 452,600 452,600 447,926 447,926 556,604 CHF 561,083 CHF 100.00% 100.00%
03/07/2024 0.82% 1.27 CHF 1.28 CHF 447,300 447,300 491,381 491,381 593,406 CHF 598,320 CHF 100.00% 100.00%
02/07/2024 0.90% 1.12 CHF 1.13 CHF 497,100 497,100 500,911 500,911 555,947 CHF 560,956 CHF 100.00% 100.00%

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