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 0.67% 1.53 CHF 1.54 CHF 450,000 150,000 450,000 150,000 673,981 CHF 226,160 CHF 99.19% 99.19%
12/07/2024 0.67% 1.51 CHF 1.52 CHF 450,000 150,000 450,000 150,000 674,292 CHF 226,264 CHF 99.27% 99.27%
11/07/2024 0.67% 1.47 CHF 1.48 CHF 450,000 150,000 450,000 150,000 664,689 CHF 223,063 CHF 98.66% 98.66%
10/07/2024 0.69% 1.44 CHF 1.45 CHF 450,000 150,000 450,000 150,000 649,072 CHF 217,857 CHF 99.24% 99.24%
09/07/2024 0.70% 1.38 CHF 1.39 CHF 450,000 150,000 450,000 150,000 638,599 CHF 214,366 CHF 99.24% 99.24%
08/07/2024 0.64% 1.52 CHF 1.53 CHF 450,000 150,000 450,000 150,000 702,710 CHF 235,737 CHF 99.24% 99.24%
05/07/2024 0.63% 1.58 CHF 1.59 CHF 450,000 150,000 450,000 150,000 712,094 CHF 238,865 CHF 99.23% 99.23%
04/07/2024 0.62% 1.60 CHF 1.61 CHF 450,000 150,000 450,000 150,000 724,776 CHF 243,092 CHF 99.23% 99.23%
03/07/2024 0.65% 1.54 CHF 1.55 CHF 450,000 150,000 450,000 150,000 686,612 CHF 230,371 CHF 99.23% 99.23%
02/07/2024 0.71% 1.41 CHF 1.42 CHF 450,000 150,000 450,000 150,000 631,399 CHF 211,966 CHF 99.24% 99.24%

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