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 0.60% 1.66 CHF 1.67 CHF 600,000 200,000 600,000 200,000 1,000,180 CHF 335,394 CHF 98.69% 98.69%
12/07/2024 0.61% 1.63 CHF 1.64 CHF 600,000 200,000 600,000 200,000 977,984 CHF 327,995 CHF 98.81% 98.81%
11/07/2024 0.60% 1.64 CHF 1.65 CHF 600,000 200,000 600,000 200,000 993,608 CHF 333,203 CHF 98.82% 98.82%
10/07/2024 0.60% 1.66 CHF 1.67 CHF 600,000 200,000 600,000 200,000 989,361 CHF 331,787 CHF 98.73% 98.73%
09/07/2024 0.61% 1.65 CHF 1.66 CHF 600,000 200,000 600,000 200,000 987,646 CHF 331,215 CHF 98.78% 98.78%
08/07/2024 0.62% 1.61 CHF 1.62 CHF 600,000 200,000 600,000 200,000 972,483 CHF 326,161 CHF 98.74% 98.74%
05/07/2024 0.64% 1.59 CHF 1.60 CHF 600,000 200,000 600,000 200,000 933,069 CHF 313,023 CHF 98.78% 98.78%
04/07/2024 0.64% 1.55 CHF 1.56 CHF 600,000 200,000 600,000 200,000 933,730 CHF 313,243 CHF 98.75% 98.75%
03/07/2024 0.65% 1.54 CHF 1.55 CHF 600,000 200,000 600,000 200,000 921,168 CHF 309,056 CHF 98.82% 98.82%
02/07/2024 0.61% 1.62 CHF 1.63 CHF 600,000 200,000 600,000 200,000 977,030 CHF 327,677 CHF 98.72% 98.72%

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