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 0.67% 1.51 CHF 1.52 CHF 33,000 33,000 33,000 33,000 49,402 CHF 49,732 CHF 100.00% 100.00%
12/07/2024 0.67% 1.46 CHF 1.47 CHF 33,000 33,000 33,000 33,000 49,075 CHF 49,405 CHF 100.00% 100.00%
11/07/2024 0.65% 1.48 CHF 1.49 CHF 33,000 33,000 33,609 33,609 51,258 CHF 51,594 CHF 99.82% 99.82%
10/07/2024 0.64% 1.55 CHF 1.56 CHF 34,000 34,000 34,000 34,000 52,760 CHF 53,100 CHF 100.00% 100.00%
09/07/2024 0.63% 1.61 CHF 1.62 CHF 34,000 34,000 34,015 34,015 53,683 CHF 54,023 CHF 99.77% 99.77%
08/07/2024 0.67% 1.50 CHF 1.51 CHF 33,000 33,000 33,000 33,000 48,853 CHF 49,183 CHF 100.00% 100.00%
05/07/2024 0.71% 1.44 CHF 1.45 CHF 33,000 33,000 32,088 32,088 45,094 CHF 45,415 CHF 99.81% 99.81%
04/07/2024 0.70% 1.42 CHF 1.43 CHF 32,000 32,000 32,063 32,063 45,402 CHF 45,722 CHF 100.00% 100.00%
03/07/2024 0.70% 1.42 CHF 1.43 CHF 32,000 32,000 32,299 32,299 46,208 CHF 46,531 CHF 100.00% 100.00%
02/07/2024 0.66% 1.48 CHF 1.49 CHF 33,000 33,000 33,112 33,112 49,882 CHF 50,213 CHF 100.00% 100.00%

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