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 0.53% 1.91 CHF 1.92 CHF 390,000 390,000 384,854 384,854 728,992 CHF 732,840 CHF 100.00% 100.00%
12/07/2024 0.53% 1.85 CHF 1.86 CHF 380,000 380,000 379,554 379,554 710,101 CHF 713,897 CHF 100.00% 100.00%
11/07/2024 0.53% 1.88 CHF 1.89 CHF 390,000 390,000 385,161 385,161 727,860 CHF 731,715 CHF 100.00% 100.00%
10/07/2024 0.51% 1.94 CHF 1.95 CHF 390,000 390,000 399,251 399,251 786,420 CHF 790,413 CHF 100.00% 100.00%
09/07/2024 0.51% 1.99 CHF 2.00 CHF 400,000 400,000 398,346 398,346 785,562 CHF 789,546 CHF 99.74% 99.74%
08/07/2024 0.52% 1.92 CHF 1.93 CHF 390,000 390,000 389,325 389,325 745,956 CHF 749,849 CHF 99.27% 99.27%
05/07/2024 0.53% 1.93 CHF 1.94 CHF 390,000 390,000 388,724 388,724 738,366 CHF 742,253 CHF 100.00% 100.00%
04/07/2024 0.52% 1.92 CHF 1.93 CHF 390,000 390,000 388,461 388,461 747,212 CHF 751,097 CHF 99.59% 99.59%
03/07/2024 0.52% 1.92 CHF 1.93 CHF 390,000 390,000 391,141 391,141 754,015 CHF 757,926 CHF 100.00% 100.00%
02/07/2024 0.51% 1.94 CHF 1.95 CHF 400,000 400,000 400,828 400,828 786,039 CHF 790,048 CHF 99.38% 99.38%

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