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 0.57% 1.74 CHF 1.75 CHF 82,000 82,000 81,620 81,620 142,972 CHF 143,789 CHF 100.00% 100.00%
12/07/2024 0.56% 1.76 CHF 1.77 CHF 82,000 82,000 81,662 81,662 144,935 CHF 145,751 CHF 100.00% 100.00%
11/07/2024 0.56% 1.78 CHF 1.79 CHF 82,000 82,000 82,033 82,033 147,471 CHF 148,292 CHF 100.00% 100.00%
10/07/2024 0.57% 1.75 CHF 1.76 CHF 82,000 82,000 81,662 81,662 143,160 CHF 143,977 CHF 100.00% 100.00%
09/07/2024 0.52% 1.89 CHF 1.90 CHF 86,000 86,000 85,645 85,645 163,908 CHF 164,765 CHF 100.00% 100.00%
08/07/2024 0.52% 1.91 CHF 1.92 CHF 86,000 86,000 85,491 85,491 162,465 CHF 163,320 CHF 100.00% 100.00%
05/07/2024 0.51% 1.94 CHF 1.95 CHF 86,000 86,000 85,791 85,791 166,778 CHF 167,636 CHF 99.80% 99.80%
04/07/2024 0.49% 2.04 CHF 2.05 CHF 88,000 88,000 89,011 89,011 182,419 CHF 183,309 CHF 99.49% 99.49%
03/07/2024 0.49% 2.06 CHF 2.07 CHF 90,000 90,000 88,423 88,423 180,591 CHF 181,476 CHF 99.35% 99.35%
02/07/2024 0.47% 2.11 CHF 2.12 CHF 90,000 90,000 91,665 91,665 196,140 CHF 197,057 CHF 99.43% 99.43%

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