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 0.73% 1.44 CHF 1.45 CHF 295,000 295,000 164,374 164,374 231,503 CHF 233,150 CHF 99.97% 99.97%
12/07/2024 0.72% 1.41 CHF 1.42 CHF 300,000 300,000 164,951 164,951 232,309 CHF 233,962 CHF 99.99% 99.99%
11/07/2024 0.68% 1.43 CHF 1.44 CHF 295,000 295,000 160,934 160,934 238,517 CHF 240,130 CHF 99.83% 99.83%
10/07/2024 0.69% 1.49 CHF 1.50 CHF 290,000 290,000 159,836 159,836 237,372 CHF 238,974 CHF 100.00% 100.00%
09/07/2024 0.69% 1.49 CHF 1.50 CHF 290,000 290,000 159,833 159,833 237,229 CHF 238,830 CHF 99.96% 99.96%
08/07/2024 0.69% 1.48 CHF 1.49 CHF 290,000 290,000 161,313 161,313 237,830 CHF 239,446 CHF 99.83% 99.83%
05/07/2024 0.71% 1.49 CHF 1.50 CHF 290,000 290,000 161,748 161,748 233,756 CHF 235,376 CHF 99.84% 99.84%
04/07/2024 0.70% 1.42 CHF 1.43 CHF 148,000 148,000 132,083 132,083 187,571 CHF 188,892 CHF 100.00% 100.00%
03/07/2024 0.72% 1.41 CHF 1.42 CHF 295,000 295,000 163,426 163,426 229,937 CHF 231,574 CHF 99.80% 99.80%
02/07/2024 0.75% 1.38 CHF 1.39 CHF 300,000 300,000 165,372 165,372 225,697 CHF 227,354 CHF 100.00% 100.00%

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