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 0.95% 1.07 CHF 1.08 CHF 200,000 200,000 88,823 88,823 95,152 CHF 96,042 CHF 100.00% 100.00%
12/07/2024 0.98% 1.07 CHF 1.08 CHF 200,000 200,000 86,696 86,696 91,348 CHF 92,224 CHF 100.00% 100.00%
11/07/2024 0.91% 1.09 CHF 1.10 CHF 200,000 200,000 88,678 88,678 98,598 CHF 99,487 CHF 100.00% 100.00%
10/07/2024 0.89% 1.15 CHF 1.16 CHF 205,000 205,000 91,700 91,700 104,726 CHF 105,647 CHF 99.90% 99.90%
09/07/2024 1.09% 1.16 CHF 1.17 CHF 210,000 210,000 89,106 89,106 102,591 CHF 103,523 CHF 99.74% 99.74%
08/07/2024 0.95% 1.16 CHF 1.17 CHF 210,000 210,000 91,241 91,241 104,553 CHF 105,494 CHF 99.30% 99.30%
05/07/2024 0.88% 1.16 CHF 1.17 CHF 210,000 210,000 93,269 93,269 107,395 CHF 108,331 CHF 99.89% 99.89%
04/07/2024 0.87% 1.15 CHF 1.16 CHF 82,000 82,000 66,102 66,102 75,849 CHF 76,510 CHF 99.59% 99.59%
03/07/2024 0.98% 1.16 CHF 1.17 CHF 210,000 210,000 87,262 87,262 101,526 CHF 102,464 CHF 100.00% 100.00%
02/07/2024 0.88% 1.19 CHF 1.20 CHF 210,000 210,000 93,644 93,644 111,103 CHF 112,047 CHF 100.00% 100.00%

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