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 0.69% 1.50 CHF 1.51 CHF 310,000 310,000 137,943 137,943 205,212 CHF 206,594 CHF 100.00% 100.00%
12/07/2024 0.69% 1.47 CHF 1.48 CHF 300,000 300,000 136,217 136,217 200,748 CHF 202,113 CHF 100.00% 100.00%
11/07/2024 0.68% 1.47 CHF 1.48 CHF 305,000 305,000 137,204 137,204 204,157 CHF 205,532 CHF 99.81% 99.81%
10/07/2024 0.68% 1.51 CHF 1.52 CHF 310,000 310,000 137,723 137,723 207,003 CHF 208,383 CHF 100.00% 100.00%
09/07/2024 0.69% 1.48 CHF 1.49 CHF 300,000 300,000 138,727 138,727 205,265 CHF 206,655 CHF 95.80% 95.80%
08/07/2024 0.70% 1.48 CHF 1.49 CHF 305,000 305,000 133,334 133,334 193,714 CHF 195,050 CHF 100.00% 100.00%
05/07/2024 0.70% 1.45 CHF 1.46 CHF 295,000 295,000 131,725 131,725 190,615 CHF 191,934 CHF 99.70% 99.70%
04/07/2024 0.69% 1.44 CHF 1.45 CHF 118,000 118,000 94,273 94,273 136,712 CHF 137,655 CHF 99.81% 99.81%
03/07/2024 0.70% 1.46 CHF 1.47 CHF 295,000 295,000 131,106 131,106 189,653 CHF 190,966 CHF 100.00% 100.00%
02/07/2024 0.71% 1.44 CHF 1.45 CHF 290,000 290,000 130,227 130,227 187,738 CHF 189,043 CHF 100.00% 100.00%

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