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 0.62% 1.62 CHF 1.63 CHF 78,900 78,900 79,307 79,307 126,968 CHF 127,761 CHF 100.00% 100.00%
12/07/2024 0.62% 1.64 CHF 1.65 CHF 81,700 81,700 82,040 82,040 132,093 CHF 132,913 CHF 100.00% 100.00%
11/07/2024 0.65% 1.59 CHF 1.60 CHF 82,900 82,900 83,372 83,372 128,202 CHF 129,036 CHF 100.00% 100.00%
10/07/2024 0.66% 1.57 CHF 1.58 CHF 86,000 86,000 86,719 86,719 130,897 CHF 131,764 CHF 100.00% 100.00%
09/07/2024 0.67% 1.46 CHF 1.47 CHF 78,800 78,800 77,842 77,842 115,521 CHF 116,299 CHF 100.00% 100.00%
08/07/2024 0.57% 1.73 CHF 1.74 CHF 75,500 75,500 74,790 74,790 129,946 CHF 130,694 CHF 99.98% 99.98%
05/07/2024 0.56% 1.73 CHF 1.74 CHF 73,900 73,900 72,767 72,767 129,453 CHF 130,181 CHF 99.81% 99.81%
04/07/2024 0.56% 1.77 CHF 1.78 CHF 75,000 75,000 74,690 74,690 132,141 CHF 132,887 CHF 99.49% 99.49%
03/07/2024 0.58% 1.73 CHF 1.74 CHF 77,000 77,000 77,541 77,541 133,166 CHF 133,942 CHF 99.35% 99.35%
02/07/2024 0.62% 1.64 CHF 1.65 CHF 78,600 78,600 78,296 78,296 126,748 CHF 127,531 CHF 100.00% 100.00%

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