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 0.82% 1.26 CHF 1.27 CHF 310,000 310,000 137,971 137,971 172,150 CHF 173,532 CHF 100.00% 100.00%
12/07/2024 0.82% 1.23 CHF 1.24 CHF 300,000 300,000 136,227 136,227 168,049 CHF 169,414 CHF 100.00% 100.00%
11/07/2024 0.81% 1.23 CHF 1.24 CHF 305,000 305,000 137,232 137,232 171,284 CHF 172,660 CHF 99.83% 99.83%
10/07/2024 0.81% 1.27 CHF 1.28 CHF 310,000 310,000 137,728 137,728 173,694 CHF 175,074 CHF 100.00% 100.00%
09/07/2024 0.82% 1.24 CHF 1.25 CHF 300,000 300,000 136,933 136,933 169,612 CHF 170,984 CHF 98.66% 98.66%
08/07/2024 0.84% 1.24 CHF 1.25 CHF 305,000 305,000 133,337 133,337 161,664 CHF 163,000 CHF 100.00% 100.00%
05/07/2024 0.84% 1.21 CHF 1.22 CHF 295,000 295,000 131,736 131,736 158,840 CHF 160,160 CHF 99.71% 99.71%
04/07/2024 0.82% 1.20 CHF 1.21 CHF 118,000 118,000 94,275 94,275 114,060 CHF 115,003 CHF 99.81% 99.81%
03/07/2024 0.85% 1.21 CHF 1.22 CHF 295,000 295,000 131,109 131,109 158,028 CHF 159,341 CHF 100.00% 100.00%
02/07/2024 0.85% 1.20 CHF 1.21 CHF 290,000 290,000 130,227 130,227 156,001 CHF 157,306 CHF 100.00% 100.00%

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