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 0.72% 1.43 CHF 1.44 CHF 310,000 310,000 137,943 137,943 196,564 CHF 197,946 CHF 100.00% 100.00%
12/07/2024 0.72% 1.41 CHF 1.42 CHF 300,000 300,000 136,238 136,238 192,279 CHF 193,644 CHF 100.00% 100.00%
11/07/2024 0.71% 1.41 CHF 1.42 CHF 305,000 305,000 137,171 137,171 195,525 CHF 196,900 CHF 99.78% 99.78%
10/07/2024 0.71% 1.45 CHF 1.46 CHF 310,000 310,000 137,727 137,727 198,111 CHF 199,490 CHF 100.00% 100.00%
09/07/2024 0.72% 1.42 CHF 1.43 CHF 300,000 300,000 136,267 136,267 193,095 CHF 194,461 CHF 99.77% 99.77%
08/07/2024 0.74% 1.42 CHF 1.43 CHF 305,000 305,000 133,332 133,332 185,300 CHF 186,635 CHF 100.00% 100.00%
05/07/2024 0.74% 1.38 CHF 1.39 CHF 295,000 295,000 131,721 131,721 182,089 CHF 183,408 CHF 99.70% 99.70%
04/07/2024 0.72% 1.38 CHF 1.39 CHF 118,000 118,000 94,273 94,273 130,724 CHF 131,667 CHF 99.81% 99.81%
03/07/2024 0.74% 1.39 CHF 1.40 CHF 295,000 295,000 131,107 131,107 181,517 CHF 182,830 CHF 100.00% 100.00%
02/07/2024 0.74% 1.38 CHF 1.39 CHF 290,000 290,000 130,211 130,211 179,335 CHF 180,640 CHF 99.99% 99.99%

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