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 0.78% 1.32 CHF 1.33 CHF 310,000 310,000 137,944 137,944 181,544 CHF 182,926 CHF 100.00% 100.00%
12/07/2024 0.78% 1.30 CHF 1.31 CHF 300,000 300,000 136,196 136,196 177,340 CHF 178,704 CHF 99.98% 99.98%
11/07/2024 0.77% 1.30 CHF 1.31 CHF 305,000 305,000 137,228 137,228 180,692 CHF 182,067 CHF 99.82% 99.82%
10/07/2024 0.77% 1.34 CHF 1.35 CHF 310,000 310,000 137,730 137,730 183,220 CHF 184,599 CHF 100.00% 100.00%
09/07/2024 0.78% 1.31 CHF 1.32 CHF 300,000 300,000 136,264 136,264 178,158 CHF 179,523 CHF 99.77% 99.77%
08/07/2024 0.80% 1.31 CHF 1.32 CHF 305,000 305,000 133,333 133,333 170,809 CHF 172,145 CHF 100.00% 100.00%
05/07/2024 0.80% 1.28 CHF 1.29 CHF 295,000 295,000 131,730 131,730 167,753 CHF 169,073 CHF 99.70% 99.70%
04/07/2024 0.78% 1.27 CHF 1.28 CHF 118,000 118,000 94,274 94,274 120,544 CHF 121,487 CHF 99.81% 99.81%
03/07/2024 0.80% 1.28 CHF 1.29 CHF 295,000 295,000 131,108 131,108 167,117 CHF 168,430 CHF 100.00% 100.00%
02/07/2024 0.80% 1.27 CHF 1.28 CHF 290,000 290,000 130,212 130,212 165,019 CHF 166,323 CHF 99.99% 99.99%

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