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 0.54% 1.85 CHF 1.86 CHF 81,000 81,000 80,995 80,995 149,304 CHF 150,114 CHF 100.00% 100.00%
12/07/2024 0.53% 1.88 CHF 1.89 CHF 81,000 81,000 80,532 80,532 151,369 CHF 152,175 CHF 100.00% 100.00%
11/07/2024 0.55% 1.81 CHF 1.82 CHF 82,000 82,000 81,610 81,610 147,073 CHF 147,890 CHF 99.99% 99.99%
10/07/2024 0.54% 1.83 CHF 1.84 CHF 81,000 81,000 81,104 81,104 148,482 CHF 149,293 CHF 100.00% 100.00%
09/07/2024 0.54% 1.84 CHF 1.85 CHF 81,000 81,000 81,116 81,116 150,369 CHF 151,181 CHF 100.00% 100.00%
08/07/2024 0.49% 1.99 CHF 2.00 CHF 79,000 79,000 79,016 79,016 159,269 CHF 160,059 CHF 100.00% 100.00%
05/07/2024 0.48% 2.02 CHF 2.03 CHF 79,000 79,000 78,221 78,221 161,263 CHF 162,046 CHF 99.81% 99.81%
04/07/2024 0.49% 2.09 CHF 2.10 CHF 78,000 78,000 78,603 78,603 161,458 CHF 162,244 CHF 99.49% 99.49%
03/07/2024 0.50% 1.99 CHF 2.00 CHF 79,000 79,000 79,224 79,224 157,466 CHF 158,258 CHF 99.35% 99.35%
02/07/2024 0.52% 1.92 CHF 1.93 CHF 80,000 80,000 80,337 80,337 154,032 CHF 154,835 CHF 100.00% 100.00%

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