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 0.84% 1.21 CHF 1.22 CHF 99,200 99,200 98,908 98,908 117,343 CHF 118,332 CHF 100.00% 100.00%
12/07/2024 0.93% 1.08 CHF 1.09 CHF 86,000 86,000 86,742 86,742 95,994 CHF 96,865 CHF 99.99% 99.99%
11/07/2024 0.82% 1.17 CHF 1.18 CHF 81,400 81,400 81,400 81,400 98,406 CHF 99,220 CHF 99.82% 99.82%
10/07/2024 0.76% 1.27 CHF 1.28 CHF 76,500 76,500 76,934 76,934 100,797 CHF 101,567 CHF 100.00% 100.00%
09/07/2024 0.76% 1.36 CHF 1.37 CHF 82,800 82,800 81,625 81,625 106,831 CHF 107,647 CHF 99.73% 99.73%
08/07/2024 0.83% 1.28 CHF 1.29 CHF 93,600 93,600 92,081 92,081 111,158 CHF 112,079 CHF 100.00% 100.00%
05/07/2024 0.89% 1.16 CHF 1.17 CHF 92,600 92,600 92,742 92,742 104,206 CHF 105,133 CHF 99.80% 99.80%
04/07/2024 0.88% 1.13 CHF 1.14 CHF 89,400 89,400 89,400 89,400 101,721 CHF 102,615 CHF 100.00% 100.00%
03/07/2024 0.88% 1.15 CHF 1.16 CHF 86,200 86,200 86,207 86,207 97,916 CHF 98,778 CHF 100.00% 100.00%
02/07/2024 0.82% 1.20 CHF 1.21 CHF 89,300 89,300 89,537 89,537 108,217 CHF 109,113 CHF 100.00% 100.00%

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