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 0.59% 1.71 CHF 1.72 CHF 220,000 220,000 98,408 98,408 169,104 CHF 170,090 CHF 100.00% 100.00%
12/07/2024 0.62% 1.65 CHF 1.66 CHF 220,000 220,000 91,493 91,493 149,732 CHF 150,649 CHF 99.90% 99.90%
11/07/2024 0.58% 1.72 CHF 1.73 CHF 220,000 220,000 98,394 98,394 171,582 CHF 172,568 CHF 99.98% 99.98%
10/07/2024 0.55% 1.81 CHF 1.82 CHF 220,000 220,000 98,456 98,456 180,673 CHF 181,659 CHF 100.00% 100.00%
09/07/2024 0.54% 1.85 CHF 1.86 CHF 220,000 220,000 98,416 98,416 186,724 CHF 187,710 CHF 100.00% 100.00%
08/07/2024 0.53% 1.95 CHF 1.96 CHF 220,000 220,000 98,420 98,420 190,011 CHF 190,998 CHF 100.00% 100.00%
05/07/2024 0.54% 1.91 CHF 1.92 CHF 220,000 220,000 97,956 97,956 185,563 CHF 186,546 CHF 99.63% 99.63%
04/07/2024 0.53% 1.87 CHF 1.88 CHF 88,000 88,000 70,462 70,462 131,397 CHF 132,101 CHF 100.00% 100.00%
03/07/2024 0.53% 1.86 CHF 1.87 CHF 220,000 220,000 98,413 98,413 186,297 CHF 187,283 CHF 100.00% 100.00%
02/07/2024 0.51% 1.96 CHF 1.97 CHF 220,000 220,000 98,596 98,596 196,683 CHF 197,671 CHF 100.00% 100.00%

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