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 1.30% 1.49 CHF 1.51 CHF 86,000 86,000 85,331 85,331 130,420 CHF 132,126 CHF 100.00% 100.00%
12/07/2024 1.29% 1.52 CHF 1.54 CHF 83,800 83,800 84,005 84,005 129,306 CHF 130,986 CHF 100.00% 100.00%
11/07/2024 1.32% 1.56 CHF 1.58 CHF 88,900 88,900 89,559 89,559 134,949 CHF 136,741 CHF 99.98% 99.98%
10/07/2024 1.42% 1.44 CHF 1.46 CHF 93,600 93,600 94,263 94,263 132,233 CHF 134,118 CHF 100.00% 100.00%
09/07/2024 1.37% 1.39 CHF 1.41 CHF 95,700 95,700 94,297 94,297 137,143 CHF 139,031 CHF 99.72% 99.72%
08/07/2024 1.45% 1.36 CHF 1.38 CHF 95,900 95,900 95,958 95,958 131,816 CHF 133,736 CHF 99.31% 99.31%
05/07/2024 1.45% 1.37 CHF 1.39 CHF 97,800 97,800 98,000 98,000 134,339 CHF 136,299 CHF 100.00% 100.00%
04/07/2024 1.48% 1.36 CHF 1.38 CHF 99,900 99,900 99,648 99,648 134,102 CHF 136,095 CHF 99.61% 99.61%
03/07/2024 1.51% 1.31 CHF 1.33 CHF 106,200 106,200 106,346 106,346 139,756 CHF 141,882 CHF 100.00% 100.00%
02/07/2024 1.73% 1.19 CHF 1.21 CHF 108,000 108,000 108,768 108,768 125,054 CHF 127,229 CHF 100.00% 100.00%

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