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 0.57% 1.77 CHF 1.78 CHF 48,000 48,000 26,883 26,883 47,657 CHF 47,926 CHF 100.00% 100.00%
12/07/2024 0.61% 1.73 CHF 1.74 CHF 48,000 48,000 27,021 27,021 45,256 CHF 45,527 CHF 99.94% 99.94%
11/07/2024 0.63% 1.67 CHF 1.68 CHF 48,000 48,000 26,673 26,673 44,115 CHF 44,385 CHF 99.43% 99.43%
10/07/2024 0.64% 1.62 CHF 1.63 CHF 52,000 52,000 28,350 28,350 45,237 CHF 45,521 CHF 99.84% 99.84%
09/07/2024 0.66% 1.52 CHF 1.53 CHF 52,000 52,000 28,796 28,796 44,037 CHF 44,325 CHF 99.66% 99.66%
08/07/2024 0.67% 1.50 CHF 1.51 CHF 52,000 52,000 28,716 28,716 43,509 CHF 43,797 CHF 100.00% 100.00%
05/07/2024 0.65% 1.60 CHF 1.61 CHF 52,000 52,000 28,690 28,690 45,045 CHF 45,333 CHF 99.53% 99.53%
04/07/2024 0.65% 1.54 CHF 1.55 CHF 26,000 26,000 23,314 23,314 35,555 CHF 35,789 CHF 98.93% 98.93%
03/07/2024 0.71% 1.53 CHF 1.54 CHF 52,000 52,000 28,223 28,223 40,789 CHF 41,071 CHF 98.20% 98.20%
02/07/2024 0.75% 1.34 CHF 1.35 CHF 52,000 52,000 28,619 28,619 38,947 CHF 39,234 CHF 99.91% 99.91%

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