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 0.58% 1.65 CHF 1.66 CHF 100,000 100,000 100,000 100,000 171,547 CHF 172,547 CHF 94.58% 94.58%
12/07/2024 0.58% 1.70 CHF 1.71 CHF 100,000 100,000 100,000 100,000 171,996 CHF 172,996 CHF 98.38% 98.38%
11/07/2024 0.60% 1.63 CHF 1.64 CHF 100,000 100,000 100,000 100,000 166,963 CHF 167,963 CHF 98.85% 98.85%
10/07/2024 0.66% 1.59 CHF 1.60 CHF 100,000 100,000 100,000 100,000 152,161 CHF 153,161 CHF 100.00% 100.00%
09/07/2024 0.65% 1.51 CHF 1.52 CHF 100,000 100,000 100,000 100,000 153,796 CHF 154,796 CHF 100.00% 100.00%
08/07/2024 0.66% 1.52 CHF 1.53 CHF 100,000 100,000 100,000 100,000 151,085 CHF 152,085 CHF 100.00% 100.00%
05/07/2024 0.66% 1.47 CHF 1.48 CHF 100,000 100,000 100,000 100,000 151,241 CHF 152,241 CHF 97.51% 97.51%
04/07/2024 0.66% 1.53 CHF 1.54 CHF 100,000 100,000 100,000 100,000 150,237 CHF 151,237 CHF 100.00% 100.00%
03/07/2024 0.69% 1.45 CHF 1.46 CHF 100,000 100,000 100,000 100,000 145,432 CHF 146,432 CHF 99.73% 99.73%
02/07/2024 0.70% 1.46 CHF 1.47 CHF 100,000 100,000 100,000 100,000 143,236 CHF 144,236 CHF 100.00% 100.00%

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