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 0.76% 1.29 CHF 1.30 CHF 280,000 280,000 279,239 279,239 364,207 CHF 367,000 CHF 100.00% 100.00%
12/07/2024 0.79% 1.35 CHF 1.36 CHF 280,000 280,000 283,001 283,001 358,940 CHF 361,770 CHF 100.00% 100.00%
11/07/2024 0.83% 1.23 CHF 1.24 CHF 290,000 290,000 288,510 288,510 347,945 CHF 350,832 CHF 99.99% 99.99%
10/07/2024 0.86% 1.19 CHF 1.20 CHF 290,000 290,000 292,818 292,818 339,270 CHF 342,199 CHF 100.00% 100.00%
09/07/2024 0.86% 1.12 CHF 1.13 CHF 300,000 300,000 292,853 292,853 339,268 CHF 342,197 CHF 99.70% 99.70%
08/07/2024 0.82% 1.21 CHF 1.22 CHF 290,000 290,000 288,795 288,795 351,432 CHF 354,320 CHF 99.28% 99.28%
05/07/2024 0.80% 1.21 CHF 1.22 CHF 290,000 290,000 284,906 284,906 354,301 CHF 357,150 CHF 99.99% 99.99%
04/07/2024 0.83% 1.22 CHF 1.23 CHF 290,000 290,000 288,799 288,799 348,113 CHF 351,001 CHF 99.57% 99.57%
03/07/2024 0.84% 1.20 CHF 1.21 CHF 290,000 290,000 290,662 290,662 344,140 CHF 347,047 CHF 100.00% 100.00%
02/07/2024 0.86% 1.16 CHF 1.17 CHF 295,000 295,000 293,783 293,783 341,936 CHF 344,874 CHF 99.98% 99.98%

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