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 0.78% 1.28 CHF 1.29 CHF 174,000 174,000 77,279 77,279 99,965 CHF 100,739 CHF 99.97% 99.97%
12/07/2024 0.79% 1.31 CHF 1.32 CHF 172,000 172,000 77,369 77,369 100,191 CHF 100,966 CHF 100.00% 100.00%
11/07/2024 0.80% 1.30 CHF 1.31 CHF 172,000 172,000 76,685 76,685 99,304 CHF 100,076 CHF 99.99% 99.99%
10/07/2024 0.78% 1.28 CHF 1.29 CHF 172,000 172,000 76,983 76,983 99,732 CHF 100,503 CHF 100.00% 100.00%
09/07/2024 0.78% 1.28 CHF 1.29 CHF 172,000 172,000 77,176 77,176 100,271 CHF 101,044 CHF 100.00% 100.00%
08/07/2024 0.77% 1.31 CHF 1.32 CHF 172,000 172,000 76,941 76,941 102,029 CHF 102,799 CHF 100.00% 100.00%
05/07/2024 0.75% 1.33 CHF 1.34 CHF 170,000 170,000 76,123 76,123 102,122 CHF 102,884 CHF 99.82% 99.82%
04/07/2024 0.73% 1.36 CHF 1.37 CHF 68,000 68,000 54,444 54,444 74,012 CHF 74,556 CHF 99.44% 99.44%
03/07/2024 0.75% 1.36 CHF 1.37 CHF 168,000 168,000 75,866 75,866 102,526 CHF 103,286 CHF 99.98% 99.98%
02/07/2024 0.76% 1.30 CHF 1.31 CHF 172,000 172,000 74,437 74,437 98,652 CHF 99,398 CHF 100.00% 100.00%

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