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 0.74% 1.36 CHF 1.37 CHF 220,000 220,000 98,408 98,408 134,715 CHF 135,701 CHF 100.00% 100.00%
12/07/2024 0.79% 1.30 CHF 1.31 CHF 220,000 220,000 91,492 91,492 117,721 CHF 118,637 CHF 99.90% 99.90%
11/07/2024 0.72% 1.37 CHF 1.38 CHF 220,000 220,000 98,421 98,421 137,242 CHF 138,228 CHF 99.99% 99.99%
10/07/2024 0.68% 1.46 CHF 1.47 CHF 220,000 220,000 98,466 98,466 146,168 CHF 147,154 CHF 100.00% 100.00%
09/07/2024 0.66% 1.50 CHF 1.51 CHF 220,000 220,000 98,412 98,412 152,271 CHF 153,257 CHF 100.00% 100.00%
08/07/2024 0.65% 1.60 CHF 1.61 CHF 220,000 220,000 98,421 98,421 155,584 CHF 156,570 CHF 100.00% 100.00%
05/07/2024 0.67% 1.56 CHF 1.57 CHF 220,000 220,000 97,960 97,960 151,190 CHF 152,173 CHF 99.63% 99.63%
04/07/2024 0.66% 1.52 CHF 1.53 CHF 88,000 88,000 70,463 70,463 106,666 CHF 107,370 CHF 100.00% 100.00%
03/07/2024 0.65% 1.51 CHF 1.52 CHF 220,000 220,000 98,413 98,413 151,641 CHF 152,627 CHF 100.00% 100.00%
02/07/2024 0.62% 1.61 CHF 1.62 CHF 220,000 220,000 98,595 98,595 161,950 CHF 162,938 CHF 100.00% 100.00%

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