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 0.52% 1.95 CHF 1.96 CHF 390,000 390,000 384,853 384,853 742,555 CHF 746,403 CHF 99.98% 99.98%
12/07/2024 0.52% 1.89 CHF 1.90 CHF 380,000 380,000 379,554 379,554 723,240 CHF 727,036 CHF 100.00% 100.00%
11/07/2024 0.52% 1.92 CHF 1.93 CHF 390,000 390,000 385,158 385,158 741,453 CHF 745,307 CHF 99.99% 99.99%
10/07/2024 0.50% 1.97 CHF 1.98 CHF 390,000 390,000 399,253 399,253 800,692 CHF 804,684 CHF 100.00% 100.00%
09/07/2024 0.50% 2.03 CHF 2.04 CHF 400,000 400,000 398,347 398,347 801,430 CHF 805,413 CHF 99.76% 99.76%
08/07/2024 0.51% 1.96 CHF 1.97 CHF 390,000 390,000 389,326 389,326 761,635 CHF 765,528 CHF 99.31% 99.31%
05/07/2024 0.51% 1.97 CHF 1.98 CHF 390,000 390,000 388,728 388,728 754,076 CHF 757,964 CHF 100.00% 100.00%
04/07/2024 0.51% 1.96 CHF 1.97 CHF 390,000 390,000 388,462 388,462 762,918 CHF 766,803 CHF 99.65% 99.65%
03/07/2024 0.51% 1.96 CHF 1.97 CHF 390,000 390,000 391,142 391,142 769,846 CHF 773,757 CHF 100.00% 100.00%
02/07/2024 0.50% 1.99 CHF 2.00 CHF 400,000 400,000 400,829 400,829 802,736 CHF 806,744 CHF 99.38% 99.38%

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