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 0.66% 1.55 CHF 1.56 CHF 310,000 310,000 137,973 137,973 212,457 CHF 213,839 CHF 100.00% 100.00%
12/07/2024 0.67% 1.52 CHF 1.53 CHF 300,000 300,000 136,223 136,223 208,084 CHF 209,448 CHF 100.00% 100.00%
11/07/2024 0.66% 1.53 CHF 1.54 CHF 305,000 305,000 137,238 137,238 211,337 CHF 212,713 CHF 99.81% 99.81%
10/07/2024 0.66% 1.57 CHF 1.58 CHF 310,000 310,000 137,727 137,727 214,393 CHF 215,773 CHF 100.00% 100.00%
09/07/2024 0.66% 1.53 CHF 1.54 CHF 300,000 300,000 136,264 136,264 209,194 CHF 210,559 CHF 99.77% 99.77%
08/07/2024 0.68% 1.53 CHF 1.54 CHF 305,000 305,000 133,336 133,336 200,617 CHF 201,953 CHF 100.00% 100.00%
05/07/2024 0.68% 1.50 CHF 1.51 CHF 295,000 295,000 131,725 131,725 197,516 CHF 198,836 CHF 99.70% 99.70%
04/07/2024 0.66% 1.50 CHF 1.51 CHF 118,000 118,000 94,275 94,275 141,566 CHF 142,509 CHF 99.81% 99.81%
03/07/2024 0.68% 1.51 CHF 1.52 CHF 295,000 295,000 131,109 131,109 196,798 CHF 198,112 CHF 100.00% 100.00%
02/07/2024 0.68% 1.50 CHF 1.51 CHF 290,000 290,000 130,227 130,227 194,758 CHF 196,063 CHF 100.00% 100.00%

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