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 1.09% 0.95 CHF 0.96 CHF 400,000 400,000 176,427 176,427 167,726 CHF 169,502 CHF 99.96% 99.96%
12/07/2024 1.07% 0.96 CHF 0.97 CHF 400,000 400,000 176,813 176,813 168,867 CHF 170,643 CHF 99.99% 99.99%
11/07/2024 0.99% 0.97 CHF 0.98 CHF 390,000 390,000 169,850 169,850 175,647 CHF 177,360 CHF 100.00% 100.00%
10/07/2024 0.97% 1.02 CHF 1.03 CHF 380,000 380,000 169,404 169,404 178,161 CHF 179,863 CHF 100.00% 100.00%
09/07/2024 0.97% 1.06 CHF 1.07 CHF 380,000 380,000 169,760 169,760 179,794 CHF 181,502 CHF 100.00% 100.00%
08/07/2024 0.97% 1.06 CHF 1.07 CHF 380,000 380,000 169,882 169,882 180,295 CHF 182,003 CHF 100.00% 100.00%
05/07/2024 0.98% 1.06 CHF 1.07 CHF 380,000 380,000 172,811 172,811 181,411 CHF 183,146 CHF 99.82% 99.82%
04/07/2024 0.96% 1.05 CHF 1.06 CHF 160,000 160,000 128,182 128,182 133,487 CHF 134,769 CHF 98.30% 98.30%
03/07/2024 0.95% 1.03 CHF 1.04 CHF 380,000 380,000 169,174 169,174 179,887 CHF 181,586 CHF 99.66% 99.66%
02/07/2024 1.00% 1.04 CHF 1.05 CHF 380,000 380,000 172,258 172,258 175,996 CHF 177,725 CHF 99.87% 99.87%

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