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 0.59% 1.68 CHF 1.69 CHF 280,000 280,000 279,238 279,238 474,389 CHF 477,182 CHF 99.99% 99.99%
12/07/2024 0.60% 1.75 CHF 1.76 CHF 280,000 280,000 283,001 283,001 470,762 CHF 473,592 CHF 100.00% 100.00%
11/07/2024 0.62% 1.63 CHF 1.64 CHF 290,000 290,000 288,512 288,512 461,369 CHF 464,256 CHF 100.00% 100.00%
10/07/2024 0.64% 1.59 CHF 1.60 CHF 290,000 290,000 292,818 292,818 454,104 CHF 457,032 CHF 100.00% 100.00%
09/07/2024 0.64% 1.51 CHF 1.52 CHF 300,000 300,000 292,855 292,855 454,351 CHF 457,280 CHF 99.77% 99.77%
08/07/2024 0.62% 1.60 CHF 1.61 CHF 290,000 290,000 288,795 288,795 464,804 CHF 467,692 CHF 99.26% 99.26%
05/07/2024 0.61% 1.60 CHF 1.61 CHF 290,000 290,000 284,906 284,906 466,320 CHF 469,169 CHF 100.00% 100.00%
04/07/2024 0.62% 1.61 CHF 1.62 CHF 290,000 290,000 288,799 288,799 461,481 CHF 464,369 CHF 99.54% 99.54%
03/07/2024 0.63% 1.60 CHF 1.61 CHF 290,000 290,000 290,662 290,662 457,969 CHF 460,876 CHF 100.00% 100.00%
02/07/2024 0.64% 1.55 CHF 1.56 CHF 295,000 295,000 293,784 293,784 456,816 CHF 459,753 CHF 100.00% 100.00%

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