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 0.60% 1.73 CHF 1.74 CHF 210,000 210,000 95,475 95,475 164,363 CHF 165,321 CHF 99.94% 99.94%
12/07/2024 0.61% 1.79 CHF 1.80 CHF 200,000 200,000 95,053 95,053 162,638 CHF 163,592 CHF 100.00% 100.00%
11/07/2024 0.60% 1.71 CHF 1.72 CHF 210,000 210,000 90,087 90,087 156,256 CHF 157,164 CHF 99.99% 99.99%
10/07/2024 0.63% 1.72 CHF 1.73 CHF 210,000 210,000 94,577 94,577 158,375 CHF 159,327 CHF 100.00% 100.00%
09/07/2024 0.63% 1.60 CHF 1.61 CHF 210,000 210,000 95,693 95,693 155,631 CHF 156,594 CHF 99.51% 99.51%
08/07/2024 0.67% 1.54 CHF 1.55 CHF 220,000 220,000 98,039 98,039 151,121 CHF 152,106 CHF 99.74% 99.74%
05/07/2024 0.75% 1.48 CHF 1.49 CHF 220,000 220,000 99,605 99,605 138,039 CHF 139,040 CHF 99.38% 99.38%
04/07/2024 0.75% 1.31 CHF 1.32 CHF 80,000 80,000 69,476 69,476 92,389 CHF 93,084 CHF 97.59% 97.59%
03/07/2024 0.77% 1.33 CHF 1.34 CHF 230,000 230,000 97,380 97,380 129,051 CHF 130,029 CHF 96.08% 96.08%
02/07/2024 0.87% 1.22 CHF 1.23 CHF 250,000 250,000 110,048 110,048 131,082 CHF 132,187 CHF 99.33% 99.33%

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