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% 1.34 CHF 1.35 CHF 115,000 115,000 114,526 114,526 153,317 CHF 154,462 CHF 100.00% 100.00%
12/07/2024 0.75% 1.36 CHF 1.37 CHF 115,000 115,000 114,526 114,526 152,818 CHF 153,963 CHF 99.97% 99.97%
11/07/2024 0.77% 1.30 CHF 1.31 CHF 115,000 115,000 114,460 114,460 147,422 CHF 148,567 CHF 99.98% 99.98%
10/07/2024 0.80% 1.27 CHF 1.28 CHF 115,000 115,000 119,472 119,472 149,124 CHF 150,318 CHF 100.00% 100.00%
09/07/2024 0.80% 1.22 CHF 1.23 CHF 120,000 120,000 119,502 119,502 148,289 CHF 149,484 CHF 99.45% 99.45%
08/07/2024 0.79% 1.28 CHF 1.29 CHF 120,000 120,000 119,330 119,330 151,328 CHF 152,522 CHF 100.00% 100.00%
05/07/2024 0.79% 1.23 CHF 1.24 CHF 120,000 120,000 119,400 119,400 150,250 CHF 151,444 CHF 99.90% 99.90%
04/07/2024 0.79% 1.26 CHF 1.27 CHF 120,000 120,000 119,505 119,505 149,905 CHF 151,100 CHF 100.00% 100.00%
03/07/2024 0.82% 1.22 CHF 1.23 CHF 120,000 120,000 119,504 119,504 144,447 CHF 145,642 CHF 99.85% 99.85%
02/07/2024 0.84% 1.20 CHF 1.21 CHF 120,000 120,000 119,505 119,505 141,230 CHF 142,425 CHF 99.98% 99.98%

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