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 0.60% 1.68 CHF 1.69 CHF 112,000 112,000 113,837 113,837 189,870 CHF 191,008 CHF 100.00% 100.00%
12/07/2024 0.58% 1.71 CHF 1.72 CHF 112,000 112,000 111,538 111,538 190,378 CHF 191,493 CHF 100.00% 100.00%
11/07/2024 0.58% 1.70 CHF 1.71 CHF 112,000 112,000 111,473 111,473 192,710 CHF 193,825 CHF 99.99% 99.99%
10/07/2024 0.58% 1.73 CHF 1.74 CHF 112,000 112,000 111,821 111,821 192,298 CHF 193,416 CHF 100.00% 100.00%
09/07/2024 0.58% 1.71 CHF 1.72 CHF 112,000 112,000 111,538 111,538 192,184 CHF 193,300 CHF 100.00% 100.00%
08/07/2024 0.56% 1.76 CHF 1.77 CHF 112,000 112,000 111,454 111,454 199,014 CHF 200,129 CHF 100.00% 100.00%
05/07/2024 0.57% 1.74 CHF 1.75 CHF 112,000 112,000 111,538 111,538 194,740 CHF 195,855 CHF 100.00% 100.00%
04/07/2024 0.57% 1.74 CHF 1.75 CHF 112,000 112,000 111,538 111,538 194,597 CHF 195,712 CHF 100.00% 100.00%
03/07/2024 0.57% 1.73 CHF 1.74 CHF 112,000 112,000 111,538 111,538 194,036 CHF 195,152 CHF 100.00% 100.00%
02/07/2024 0.58% 1.70 CHF 1.71 CHF 112,000 112,000 111,538 111,538 192,573 CHF 193,688 CHF 100.00% 100.00%

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