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 112,000 112,000 113,837 113,837 200,146 CHF 201,284 CHF 100.00% 100.00%
12/07/2024 0.55% 1.80 CHF 1.81 CHF 112,000 112,000 111,538 111,538 200,684 CHF 201,799 CHF 100.00% 100.00%
11/07/2024 0.55% 1.80 CHF 1.81 CHF 112,000 112,000 111,476 111,476 203,037 CHF 204,153 CHF 100.00% 100.00%
10/07/2024 0.55% 1.82 CHF 1.83 CHF 112,000 112,000 111,821 111,821 202,349 CHF 203,467 CHF 100.00% 100.00%
09/07/2024 0.55% 1.80 CHF 1.81 CHF 112,000 112,000 111,538 111,538 202,202 CHF 203,317 CHF 100.00% 100.00%
08/07/2024 0.53% 1.85 CHF 1.86 CHF 112,000 112,000 111,454 111,454 209,027 CHF 210,141 CHF 100.00% 100.00%
05/07/2024 0.54% 1.83 CHF 1.84 CHF 112,000 112,000 111,538 111,538 205,106 CHF 206,221 CHF 100.00% 100.00%
04/07/2024 0.54% 1.83 CHF 1.84 CHF 112,000 112,000 111,538 111,538 204,628 CHF 205,743 CHF 100.00% 100.00%
03/07/2024 0.55% 1.82 CHF 1.83 CHF 112,000 112,000 111,538 111,538 204,065 CHF 205,180 CHF 100.00% 100.00%
02/07/2024 0.55% 1.79 CHF 1.80 CHF 112,000 112,000 111,538 111,538 202,585 CHF 203,700 CHF 100.00% 100.00%

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