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 1.75% 1.28 CHF 1.29 CHF 155,000 155,000 69,485 69,485 90,699 CHF 91,959 CHF 99.99% 99.99%
12/07/2024 1.73% 1.29 CHF 1.30 CHF 155,000 155,000 68,429 68,429 90,652 CHF 91,888 CHF 99.98% 99.98%
11/07/2024 1.71% 1.38 CHF 1.39 CHF 150,000 150,000 67,383 67,383 91,182 CHF 92,405 CHF 99.82% 99.82%
10/07/2024 1.72% 1.35 CHF 1.36 CHF 150,000 150,000 67,403 67,403 90,876 CHF 92,100 CHF 99.99% 99.99%
09/07/2024 2.20% 1.38 CHF 1.39 CHF 150,000 150,000 67,454 67,454 93,239 CHF 94,797 CHF 99.73% 99.73%
08/07/2024 1.87% 1.47 CHF 1.48 CHF 145,000 145,000 66,587 66,587 94,559 CHF 95,934 CHF 99.92% 99.92%
05/07/2024 1.70% 1.37 CHF 1.38 CHF 150,000 150,000 67,203 67,203 91,254 CHF 92,478 CHF 99.70% 99.70%
04/07/2024 2.08% 1.38 CHF 1.40 CHF 60,000 60,000 48,305 48,305 66,421 CHF 67,725 CHF 99.95% 99.95%
03/07/2024 2.21% 1.37 CHF 1.38 CHF 150,000 150,000 67,367 67,367 92,723 CHF 94,293 CHF 100.00% 100.00%
02/07/2024 2.20% 1.42 CHF 1.43 CHF 150,000 150,000 66,983 66,983 94,646 CHF 96,212 CHF 99.99% 99.99%

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