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 0.79% 1.30 CHF 1.31 CHF 200,000 200,000 88,823 88,823 115,456 CHF 116,346 CHF 100.00% 100.00%
12/07/2024 0.81% 1.30 CHF 1.31 CHF 200,000 200,000 86,695 86,695 111,225 CHF 112,102 CHF 100.00% 100.00%
11/07/2024 0.75% 1.32 CHF 1.33 CHF 200,000 200,000 88,672 88,672 118,795 CHF 119,683 CHF 99.99% 99.99%
10/07/2024 0.75% 1.38 CHF 1.39 CHF 205,000 205,000 91,702 91,702 125,747 CHF 126,668 CHF 99.90% 99.90%
09/07/2024 0.91% 1.39 CHF 1.40 CHF 210,000 210,000 89,159 89,159 123,051 CHF 123,983 CHF 99.65% 99.65%
08/07/2024 0.79% 1.39 CHF 1.40 CHF 210,000 210,000 91,238 91,238 125,452 CHF 126,394 CHF 99.31% 99.31%
05/07/2024 0.74% 1.39 CHF 1.40 CHF 210,000 210,000 93,271 93,271 128,801 CHF 129,736 CHF 99.90% 99.90%
04/07/2024 0.72% 1.38 CHF 1.39 CHF 82,000 82,000 66,104 66,104 91,030 CHF 91,691 CHF 99.57% 99.57%
03/07/2024 0.82% 1.39 CHF 1.40 CHF 210,000 210,000 87,261 87,261 121,575 CHF 122,513 CHF 100.00% 100.00%
02/07/2024 0.73% 1.42 CHF 1.43 CHF 210,000 210,000 93,644 93,644 132,657 CHF 133,602 CHF 100.00% 100.00%

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