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% 1.70 CHF 1.71 CHF 360,800 360,800 360,800 360,800 661,680 CHF 665,288 CHF 99.99% 99.99%
12/07/2024 0.56% 1.85 CHF 1.86 CHF 395,700 395,700 395,700 395,700 700,822 CHF 704,779 CHF 100.00% 100.00%
11/07/2024 0.60% 1.67 CHF 1.68 CHF 432,600 432,600 432,600 432,600 713,858 CHF 718,184 CHF 99.90% 99.90%
10/07/2024 0.71% 1.50 CHF 1.51 CHF 476,900 476,900 476,900 476,900 667,851 CHF 672,620 CHF 100.00% 100.00%
09/07/2024 0.70% 1.36 CHF 1.37 CHF 470,400 470,400 470,400 470,400 673,387 CHF 678,091 CHF 99.99% 99.99%
08/07/2024 0.72% 1.37 CHF 1.38 CHF 489,200 489,200 489,200 489,200 673,558 CHF 678,450 CHF 100.00% 100.00%
05/07/2024 0.71% 1.32 CHF 1.33 CHF 460,800 460,800 460,800 460,800 649,212 CHF 653,820 CHF 99.98% 99.98%
04/07/2024 0.72% 1.42 CHF 1.43 CHF 481,800 481,800 481,800 481,800 667,667 CHF 672,485 CHF 100.00% 100.00%
03/07/2024 0.74% 1.35 CHF 1.36 CHF 484,700 484,700 484,700 484,700 652,714 CHF 657,561 CHF 100.00% 100.00%
02/07/2024 0.80% 1.32 CHF 1.33 CHF 467,300 467,300 467,300 467,300 579,603 CHF 584,276 CHF 100.00% 100.00%

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