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 0.93% 1.11 CHF 1.12 CHF 300,000 300,000 135,100 135,100 148,788 CHF 150,141 CHF 100.00% 100.00%
12/07/2024 0.91% 1.10 CHF 1.11 CHF 300,000 300,000 136,258 136,258 151,648 CHF 153,013 CHF 99.94% 99.94%
11/07/2024 0.90% 1.13 CHF 1.14 CHF 305,000 305,000 137,510 137,510 155,855 CHF 157,233 CHF 99.84% 99.84%
10/07/2024 0.90% 1.14 CHF 1.15 CHF 305,000 305,000 136,850 136,850 155,019 CHF 156,390 CHF 100.00% 100.00%
09/07/2024 0.92% 1.12 CHF 1.13 CHF 300,000 300,000 134,463 134,463 148,667 CHF 150,014 CHF 99.66% 99.66%
08/07/2024 0.95% 1.09 CHF 1.10 CHF 295,000 295,000 132,099 132,099 141,978 CHF 143,301 CHF 100.00% 100.00%
05/07/2024 0.95% 1.08 CHF 1.09 CHF 295,000 295,000 130,763 130,763 140,710 CHF 142,020 CHF 99.81% 99.81%
04/07/2024 0.93% 1.07 CHF 1.08 CHF 116,000 116,000 93,153 93,153 99,722 CHF 100,654 CHF 99.98% 99.98%
03/07/2024 0.95% 1.07 CHF 1.08 CHF 290,000 290,000 130,006 130,006 138,873 CHF 140,175 CHF 99.98% 99.98%
02/07/2024 0.95% 1.07 CHF 1.08 CHF 290,000 290,000 128,882 128,882 137,378 CHF 138,670 CHF 100.00% 100.00%

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