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 0.91% 1.14 CHF 1.15 CHF 380,000 380,000 169,783 169,783 193,644 CHF 195,352 CHF 99.96% 99.96%
12/07/2024 0.90% 1.15 CHF 1.16 CHF 380,000 380,000 170,158 170,158 194,807 CHF 196,516 CHF 100.00% 100.00%
11/07/2024 0.84% 1.16 CHF 1.17 CHF 370,000 370,000 161,401 161,401 197,936 CHF 199,564 CHF 100.00% 100.00%
10/07/2024 0.82% 1.22 CHF 1.23 CHF 360,000 360,000 160,564 160,564 200,227 CHF 201,840 CHF 100.00% 100.00%
09/07/2024 0.83% 1.26 CHF 1.27 CHF 360,000 360,000 160,336 160,336 200,813 CHF 202,427 CHF 100.00% 100.00%
08/07/2024 0.82% 1.25 CHF 1.26 CHF 360,000 360,000 160,451 160,451 201,407 CHF 203,020 CHF 100.00% 100.00%
05/07/2024 0.83% 1.25 CHF 1.26 CHF 370,000 370,000 167,465 167,465 207,854 CHF 209,535 CHF 99.81% 99.81%
04/07/2024 0.81% 1.24 CHF 1.25 CHF 150,000 150,000 123,517 123,517 152,175 CHF 153,410 CHF 98.16% 98.16%
03/07/2024 0.81% 1.22 CHF 1.23 CHF 360,000 360,000 158,661 158,661 199,344 CHF 200,937 CHF 98.90% 98.90%
02/07/2024 0.85% 1.23 CHF 1.24 CHF 370,000 370,000 167,418 167,418 202,868 CHF 204,549 CHF 99.80% 99.80%

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