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 0.57% 1.77 CHF 1.78 CHF 81,000 81,000 80,994 80,994 142,949 CHF 143,759 CHF 100.00% 100.00%
12/07/2024 0.55% 1.80 CHF 1.81 CHF 81,000 81,000 80,532 80,532 144,979 CHF 145,785 CHF 100.00% 100.00%
11/07/2024 0.58% 1.73 CHF 1.74 CHF 82,000 82,000 81,611 81,611 140,693 CHF 141,510 CHF 100.00% 100.00%
10/07/2024 0.57% 1.75 CHF 1.76 CHF 81,000 81,000 81,104 81,104 142,179 CHF 142,990 CHF 100.00% 100.00%
09/07/2024 0.56% 1.76 CHF 1.77 CHF 81,000 81,000 81,117 81,117 144,053 CHF 144,864 CHF 100.00% 100.00%
08/07/2024 0.51% 1.91 CHF 1.92 CHF 79,000 79,000 79,016 79,016 153,163 CHF 153,953 CHF 99.99% 99.99%
05/07/2024 0.50% 1.94 CHF 1.95 CHF 79,000 79,000 78,221 78,221 155,209 CHF 155,992 CHF 99.80% 99.80%
04/07/2024 0.50% 2.01 CHF 2.02 CHF 78,000 78,000 78,603 78,603 155,385 CHF 156,171 CHF 99.50% 99.50%
03/07/2024 0.52% 1.91 CHF 1.92 CHF 79,000 79,000 79,224 79,224 151,304 CHF 152,097 CHF 99.37% 99.37%
02/07/2024 0.54% 1.85 CHF 1.86 CHF 80,000 80,000 80,337 80,337 147,781 CHF 148,584 CHF 100.00% 100.00%

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