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 0.55% 1.75 CHF 1.76 CHF 450,000 150,000 450,000 150,000 814,593 CHF 273,031 CHF 99.45% 99.45%
12/07/2024 0.58% 1.81 CHF 1.82 CHF 450,000 150,000 450,000 150,000 772,464 CHF 258,988 CHF 99.41% 99.41%
11/07/2024 0.55% 1.74 CHF 1.75 CHF 450,000 150,000 450,000 150,000 813,619 CHF 272,706 CHF 99.09% 99.09%
10/07/2024 0.58% 1.77 CHF 1.78 CHF 450,000 150,000 450,000 150,000 771,222 CHF 258,574 CHF 99.59% 99.59%
09/07/2024 0.57% 1.70 CHF 1.71 CHF 450,000 150,000 450,000 150,000 786,690 CHF 263,730 CHF 99.55% 99.55%
08/07/2024 0.56% 1.77 CHF 1.78 CHF 450,000 150,000 450,000 150,000 802,262 CHF 268,921 CHF 99.58% 99.58%
05/07/2024 0.57% 1.74 CHF 1.75 CHF 450,000 150,000 450,000 150,000 791,361 CHF 265,287 CHF 99.54% 99.54%
04/07/2024 0.58% 1.71 CHF 1.72 CHF 450,000 150,000 450,000 150,000 778,442 CHF 260,981 CHF 99.56% 99.56%
03/07/2024 0.58% 1.72 CHF 1.73 CHF 450,000 150,000 450,000 150,000 773,726 CHF 259,409 CHF 99.55% 99.55%
02/07/2024 0.63% 1.62 CHF 1.63 CHF 450,000 150,000 450,000 150,000 709,526 CHF 238,009 CHF 99.53% 99.53%

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