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 0.81% 1.29 CHF 1.30 CHF 250,000 250,000 147,841 147,841 188,012 CHF 189,497 CHF 91.50% 91.50%
12/07/2024 0.80% 1.27 CHF 1.28 CHF 260,000 260,000 143,750 143,750 183,761 CHF 185,204 CHF 97.70% 97.70%
11/07/2024 0.75% 1.28 CHF 1.29 CHF 260,000 260,000 138,756 138,756 187,941 CHF 189,334 CHF 99.50% 99.50%
10/07/2024 0.76% 1.33 CHF 1.34 CHF 250,000 250,000 137,532 137,532 185,159 CHF 186,540 CHF 99.66% 99.66%
09/07/2024 0.74% 1.36 CHF 1.37 CHF 250,000 250,000 135,325 135,325 187,744 CHF 189,105 CHF 98.10% 98.10%
08/07/2024 0.74% 1.38 CHF 1.39 CHF 250,000 250,000 137,334 137,334 191,475 CHF 192,855 CHF 99.80% 99.80%
05/07/2024 0.76% 1.39 CHF 1.40 CHF 250,000 250,000 139,730 139,730 190,080 CHF 191,482 CHF 84.91% 84.91%
04/07/2024 0.74% 1.34 CHF 1.35 CHF 130,000 130,000 114,289 114,289 154,131 CHF 155,274 CHF 98.32% 98.32%
03/07/2024 0.77% 1.34 CHF 1.35 CHF 250,000 250,000 138,890 138,890 185,011 CHF 186,406 CHF 96.78% 96.78%
02/07/2024 0.79% 1.31 CHF 1.32 CHF 250,000 250,000 141,991 141,991 185,616 CHF 187,042 CHF 89.68% 89.68%

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