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 0.87% 1.12 CHF 1.13 CHF 100,000 100,000 98,059 98,059 112,614 CHF 113,594 CHF 100.00% 100.00%
12/07/2024 0.87% 1.17 CHF 1.18 CHF 98,000 98,000 98,000 98,000 112,538 CHF 113,518 CHF 100.00% 100.00%
11/07/2024 0.91% 1.14 CHF 1.15 CHF 98,000 98,000 99,681 99,681 109,310 CHF 110,308 CHF 100.00% 100.00%
10/07/2024 0.94% 1.04 CHF 1.05 CHF 100,000 100,000 100,195 100,195 106,279 CHF 107,281 CHF 100.00% 100.00%
09/07/2024 0.89% 1.10 CHF 1.11 CHF 100,000 100,000 99,047 99,047 110,938 CHF 111,928 CHF 99.73% 99.73%
08/07/2024 0.89% 1.11 CHF 1.12 CHF 100,000 100,000 99,345 99,345 110,975 CHF 111,969 CHF 99.31% 99.31%
05/07/2024 0.90% 1.09 CHF 1.10 CHF 100,000 100,000 99,883 99,883 110,685 CHF 111,684 CHF 100.00% 100.00%
04/07/2024 0.90% 1.13 CHF 1.14 CHF 98,000 98,000 99,988 99,988 110,680 CHF 111,680 CHF 99.55% 99.55%
03/07/2024 0.90% 1.06 CHF 1.07 CHF 100,000 100,000 99,413 99,413 109,852 CHF 110,846 CHF 100.00% 100.00%
02/07/2024 0.94% 1.09 CHF 1.10 CHF 100,000 100,000 100,707 100,707 106,280 CHF 107,287 CHF 100.00% 100.00%

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