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 0.70% 1.47 CHF 1.48 CHF 200,000 200,000 88,822 88,822 130,296 CHF 131,185 CHF 100.00% 100.00%
12/07/2024 0.71% 1.47 CHF 1.48 CHF 200,000 200,000 86,696 86,696 125,613 CHF 126,490 CHF 100.00% 100.00%
11/07/2024 0.67% 1.48 CHF 1.49 CHF 200,000 200,000 88,680 88,680 133,577 CHF 134,466 CHF 100.00% 100.00%
10/07/2024 0.66% 1.54 CHF 1.55 CHF 205,000 205,000 91,700 91,700 141,124 CHF 142,045 CHF 99.90% 99.90%
09/07/2024 0.81% 1.55 CHF 1.56 CHF 210,000 210,000 89,107 89,107 138,029 CHF 138,961 CHF 99.74% 99.74%
08/07/2024 0.71% 1.55 CHF 1.56 CHF 210,000 210,000 91,237 91,237 140,612 CHF 141,553 CHF 99.31% 99.31%
05/07/2024 0.66% 1.56 CHF 1.57 CHF 210,000 210,000 93,271 93,271 144,388 CHF 145,323 CHF 99.90% 99.90%
04/07/2024 0.65% 1.55 CHF 1.56 CHF 82,000 82,000 66,094 66,094 102,093 CHF 102,754 CHF 99.65% 99.65%
03/07/2024 0.73% 1.56 CHF 1.57 CHF 210,000 210,000 87,262 87,262 136,210 CHF 137,148 CHF 100.00% 100.00%
02/07/2024 0.66% 1.59 CHF 1.60 CHF 210,000 210,000 93,645 93,645 148,452 CHF 149,397 CHF 100.00% 100.00%

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