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 0.76% 1.31 CHF 1.32 CHF 100,000 100,000 100,000 100,000 130,878 CHF 131,878 CHF 96.56% 96.56%
12/07/2024 0.71% 1.38 CHF 1.39 CHF 100,000 100,000 100,000 100,000 141,069 CHF 142,069 CHF 99.01% 99.01%
11/07/2024 0.68% 1.47 CHF 1.48 CHF 100,000 100,000 100,000 100,000 147,428 CHF 148,428 CHF 99.09% 99.09%
10/07/2024 0.63% 1.52 CHF 1.53 CHF 100,000 100,000 100,000 100,000 159,434 CHF 160,434 CHF 100.00% 100.00%
09/07/2024 0.99% 1.65 CHF 1.66 CHF 100,000 100,000 60,686 60,686 99,014 CHF 99,931 CHF 100.00% 100.00%
08/07/2024 0.60% 1.68 CHF 1.69 CHF 100,000 100,000 100,000 100,000 167,539 CHF 168,539 CHF 99.36% 99.36%
05/07/2024 0.61% 1.68 CHF 1.69 CHF 100,000 100,000 100,000 100,000 163,411 CHF 164,411 CHF 98.26% 98.26%
04/07/2024 1.01% 1.68 CHF 1.69 CHF 100,000 100,000 53,687 53,687 91,746 CHF 92,650 CHF 99.37% 99.37%
03/07/2024 0.63% 1.61 CHF 1.62 CHF 100,000 100,000 100,000 100,000 158,991 CHF 159,991 CHF 100.00% 100.00%
02/07/2024 0.64% 1.55 CHF 1.56 CHF 100,000 100,000 100,000 100,000 156,982 CHF 157,982 CHF 99.74% 99.74%

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