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 0.67% 1.52 CHF 1.53 CHF 303,500 303,500 310,112 310,112 458,085 CHF 461,186 CHF 100.00% 100.00%
12/07/2024 0.70% 1.48 CHF 1.49 CHF 314,600 314,600 327,447 327,447 464,888 CHF 468,163 CHF 99.85% 99.85%
11/07/2024 0.74% 1.39 CHF 1.40 CHF 336,000 336,000 345,595 345,595 467,003 CHF 470,459 CHF 71.49% 71.49%
10/07/2024 0.81% 1.24 CHF 1.25 CHF 357,800 357,800 363,164 363,164 446,153 CHF 449,785 CHF 99.38% 99.38%
09/07/2024 0.82% 1.19 CHF 1.20 CHF 366,900 366,900 358,347 358,347 438,758 CHF 442,346 CHF 100.00% 100.00%
08/07/2024 0.78% 1.26 CHF 1.27 CHF 353,300 353,300 357,553 357,553 455,270 CHF 458,845 CHF 100.00% 100.00%
05/07/2024 0.80% 1.24 CHF 1.25 CHF 360,500 360,500 370,280 370,280 462,047 CHF 465,750 CHF 100.00% 100.00%
04/07/2024 0.84% 1.22 CHF 1.23 CHF 376,800 376,800 396,497 396,497 468,056 CHF 472,021 CHF 100.00% 100.00%
03/07/2024 0.90% 1.20 CHF 1.21 CHF 409,800 409,800 427,978 427,978 475,349 CHF 479,629 CHF 100.00% 100.00%
02/07/2024 0.99% 1.04 CHF 1.05 CHF 440,300 440,300 425,163 425,163 426,550 CHF 430,802 CHF 99.97% 99.97%

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