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 0.99% 1.00 CHF 1.01 CHF 215,000 215,000 214,114 214,114 214,179 CHF 216,320 CHF 100.00% 100.00%
12/07/2024 0.98% 1.02 CHF 1.03 CHF 215,000 215,000 214,113 214,113 217,574 CHF 219,715 CHF 100.00% 100.00%
11/07/2024 1.00% 0.98 CHF 0.99 CHF 215,000 215,000 213,971 213,971 213,402 CHF 215,543 CHF 99.99% 99.99%
10/07/2024 1.00% 1.01 CHF 1.02 CHF 215,000 215,000 214,124 214,124 212,919 CHF 215,060 CHF 100.00% 100.00%
09/07/2024 1.02% 0.96 CHF 0.97 CHF 220,000 220,000 216,031 216,031 210,271 CHF 212,431 CHF 100.00% 100.00%
08/07/2024 0.97% 1.01 CHF 1.02 CHF 215,000 215,000 214,113 214,113 219,160 CHF 221,301 CHF 100.00% 100.00%
05/07/2024 0.98% 1.01 CHF 1.02 CHF 215,000 215,000 214,113 214,113 216,509 CHF 218,650 CHF 100.00% 100.00%
04/07/2024 1.00% 0.99 CHF 1.00 CHF 215,000 215,000 214,113 214,113 213,242 CHF 215,383 CHF 100.00% 100.00%
03/07/2024 1.03% 0.99 CHF 1.00 CHF 215,000 215,000 216,963 216,963 210,229 CHF 212,399 CHF 100.00% 100.00%
02/07/2024 1.05% 0.94 CHF 0.95 CHF 220,000 220,000 219,091 219,091 206,911 CHF 209,102 CHF 100.00% 100.00%

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