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 0.80% 1.24 CHF 1.25 CHF 152,800 152,800 153,702 153,702 190,913 CHF 192,450 CHF 100.00% 100.00%
12/07/2024 0.81% 1.25 CHF 1.26 CHF 154,400 154,400 158,345 158,345 194,249 CHF 195,832 CHF 100.00% 100.00%
11/07/2024 0.83% 1.26 CHF 1.27 CHF 161,000 161,000 160,940 160,940 193,890 CHF 195,499 CHF 100.00% 100.00%
10/07/2024 0.85% 1.15 CHF 1.16 CHF 161,000 161,000 160,761 160,761 189,364 CHF 190,971 CHF 100.00% 100.00%
09/07/2024 0.84% 1.18 CHF 1.19 CHF 160,700 160,700 157,211 157,211 186,006 CHF 187,580 CHF 100.00% 100.00%
08/07/2024 0.81% 1.20 CHF 1.21 CHF 155,200 155,200 159,285 159,285 195,565 CHF 197,157 CHF 100.00% 100.00%
05/07/2024 0.84% 1.19 CHF 1.20 CHF 162,100 162,100 162,941 162,941 192,800 CHF 194,430 CHF 100.00% 100.00%
04/07/2024 0.87% 1.16 CHF 1.17 CHF 163,500 163,500 169,368 169,368 194,036 CHF 195,730 CHF 100.00% 100.00%
03/07/2024 0.90% 1.14 CHF 1.15 CHF 173,300 173,300 174,197 174,197 193,171 CHF 194,913 CHF 100.00% 100.00%
02/07/2024 0.92% 1.09 CHF 1.10 CHF 174,800 174,800 169,997 169,997 184,462 CHF 186,162 CHF 100.00% 100.00%

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