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 0.68% 1.52 CHF 1.53 CHF 91,000 91,000 41,136 41,136 61,809 CHF 62,221 CHF 99.99% 99.99%
12/07/2024 0.71% 1.46 CHF 1.47 CHF 93,000 93,000 42,272 42,272 60,753 CHF 61,177 CHF 100.00% 100.00%
11/07/2024 0.72% 1.43 CHF 1.44 CHF 94,000 94,000 42,460 42,460 60,028 CHF 60,453 CHF 100.00% 100.00%
10/07/2024 0.73% 1.39 CHF 1.40 CHF 95,000 95,000 42,690 42,690 59,024 CHF 59,452 CHF 99.90% 99.90%
09/07/2024 0.72% 1.38 CHF 1.39 CHF 95,000 95,000 42,624 42,624 59,842 CHF 60,269 CHF 100.00% 100.00%
08/07/2024 0.73% 1.40 CHF 1.41 CHF 95,000 95,000 42,504 42,504 59,260 CHF 59,686 CHF 100.00% 100.00%
05/07/2024 0.74% 1.36 CHF 1.37 CHF 96,000 96,000 42,669 42,669 58,430 CHF 58,857 CHF 99.63% 99.63%
04/07/2024 0.72% 1.38 CHF 1.39 CHF 38,000 38,000 30,560 30,560 42,183 CHF 42,488 CHF 100.00% 100.00%
03/07/2024 0.72% 1.40 CHF 1.41 CHF 95,000 95,000 42,597 42,597 60,070 CHF 60,497 CHF 100.00% 100.00%
02/07/2024 0.74% 1.40 CHF 1.41 CHF 94,000 94,000 42,524 42,524 58,644 CHF 59,070 CHF 100.00% 100.00%

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