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 0.99% 1.87 CHF 1.88 CHF 69,000 69,000 28,172 28,172 51,331 CHF 51,742 CHF 98.47% 98.47%
12/07/2024 0.86% 1.81 CHF 1.82 CHF 70,000 70,000 31,600 31,600 57,011 CHF 57,423 CHF 100.00% 100.00%
11/07/2024 0.86% 1.81 CHF 1.82 CHF 70,000 70,000 31,565 31,565 56,567 CHF 56,979 CHF 100.00% 100.00%
10/07/2024 0.89% 1.75 CHF 1.76 CHF 70,000 70,000 31,838 31,838 55,405 CHF 55,820 CHF 100.00% 100.00%
09/07/2024 0.92% 1.68 CHF 1.69 CHF 72,000 72,000 32,256 32,256 53,768 CHF 54,187 CHF 100.00% 100.00%
08/07/2024 0.92% 1.73 CHF 1.74 CHF 71,000 71,000 32,062 32,062 54,393 CHF 54,810 CHF 100.00% 100.00%
05/07/2024 0.91% 1.64 CHF 1.65 CHF 72,000 72,000 32,244 32,244 54,176 CHF 54,595 CHF 99.89% 99.89%
04/07/2024 0.89% 1.73 CHF 1.74 CHF 29,000 29,000 23,137 23,137 39,736 CHF 40,064 CHF 100.00% 100.00%
03/07/2024 0.91% 1.70 CHF 1.71 CHF 71,000 71,000 32,039 32,039 54,341 CHF 54,757 CHF 100.00% 100.00%
02/07/2024 0.94% 1.65 CHF 1.66 CHF 72,000 72,000 32,274 32,274 53,303 CHF 53,722 CHF 100.00% 100.00%

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