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 0.73% 1.32 CHF 1.33 CHF 118,000 118,000 116,557 116,557 158,635 CHF 159,800 CHF 100.00% 100.00%
12/07/2024 0.72% 1.37 CHF 1.38 CHF 115,700 115,700 115,400 115,400 160,011 CHF 161,165 CHF 100.00% 100.00%
11/07/2024 0.70% 1.46 CHF 1.47 CHF 115,200 115,200 111,246 111,246 158,645 CHF 159,758 CHF 100.00% 100.00%
10/07/2024 0.67% 1.43 CHF 1.44 CHF 108,600 108,600 106,984 106,984 158,603 CHF 159,672 CHF 100.00% 100.00%
09/07/2024 0.67% 1.52 CHF 1.53 CHF 105,900 105,900 105,051 105,051 157,067 CHF 158,118 CHF 100.00% 100.00%
08/07/2024 0.66% 1.49 CHF 1.50 CHF 104,600 104,600 107,004 107,004 162,818 CHF 163,888 CHF 100.00% 100.00%
05/07/2024 0.68% 1.50 CHF 1.51 CHF 108,700 108,700 106,842 106,842 157,658 CHF 158,726 CHF 99.78% 99.78%
04/07/2024 0.67% 1.47 CHF 1.48 CHF 105,600 105,600 105,720 105,720 156,630 CHF 157,687 CHF 100.00% 100.00%
03/07/2024 0.67% 1.46 CHF 1.47 CHF 105,800 105,800 102,392 102,392 152,723 CHF 153,747 CHF 100.00% 100.00%
02/07/2024 0.63% 1.55 CHF 1.56 CHF 100,100 100,100 99,440 99,440 157,479 CHF 158,474 CHF 100.00% 100.00%

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