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% 1.86 CHF 1.87 CHF 33,000 33,000 33,000 33,000 61,125 CHF 61,455 CHF 100.00% 100.00%
12/07/2024 0.54% 1.82 CHF 1.83 CHF 33,000 33,000 33,000 33,000 60,763 CHF 61,093 CHF 100.00% 100.00%
11/07/2024 0.53% 1.84 CHF 1.85 CHF 33,000 33,000 33,609 33,609 63,215 CHF 63,551 CHF 99.82% 99.82%
10/07/2024 0.52% 1.91 CHF 1.92 CHF 34,000 34,000 34,000 34,000 64,855 CHF 65,195 CHF 100.00% 100.00%
09/07/2024 0.52% 1.96 CHF 1.97 CHF 34,000 34,000 34,015 34,015 65,772 CHF 66,112 CHF 99.76% 99.76%
08/07/2024 0.54% 1.86 CHF 1.87 CHF 33,000 33,000 33,000 33,000 60,607 CHF 60,937 CHF 100.00% 100.00%
05/07/2024 0.57% 1.79 CHF 1.80 CHF 33,000 33,000 32,088 32,088 56,503 CHF 56,824 CHF 99.81% 99.81%
04/07/2024 0.56% 1.77 CHF 1.78 CHF 32,000 32,000 32,063 32,063 56,801 CHF 57,122 CHF 100.00% 100.00%
03/07/2024 0.56% 1.78 CHF 1.79 CHF 32,000 32,000 32,299 32,299 57,707 CHF 58,030 CHF 100.00% 100.00%
02/07/2024 0.54% 1.84 CHF 1.85 CHF 33,000 33,000 33,112 33,112 61,671 CHF 62,002 CHF 100.00% 100.00%

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