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 0.66% 1.48 CHF 1.49 CHF 150,000 50,000 150,000 50,000 228,262 CHF 76,588 CHF 99.16% 99.16%
12/07/2024 0.64% 1.57 CHF 1.58 CHF 150,000 50,000 150,000 50,000 232,213 CHF 77,904 CHF 99.17% 99.17%
11/07/2024 0.66% 1.54 CHF 1.55 CHF 150,000 50,000 150,000 50,000 226,164 CHF 75,888 CHF 99.17% 99.17%
10/07/2024 0.65% 1.54 CHF 1.55 CHF 150,000 50,000 150,000 50,000 229,462 CHF 76,987 CHF 99.16% 99.16%
09/07/2024 0.66% 1.53 CHF 1.54 CHF 150,000 50,000 150,000 50,000 226,029 CHF 75,843 CHF 99.17% 99.17%
08/07/2024 0.69% 1.51 CHF 1.52 CHF 150,000 50,000 150,000 50,000 217,743 CHF 73,081 CHF 99.16% 99.16%
05/07/2024 0.72% 1.42 CHF 1.43 CHF 150,000 50,000 150,000 50,000 206,705 CHF 69,402 CHF 98.83% 98.83%
04/07/2024 0.77% 1.38 CHF 1.39 CHF 150,000 50,000 150,000 50,000 194,523 CHF 65,341 CHF 99.00% 99.00%
03/07/2024 1.06% 0.93 CHF 0.94 CHF 150,000 50,000 150,000 50,000 140,407 CHF 47,302 CHF 99.17% 99.17%
02/07/2024 1.14% 0.93 CHF 0.94 CHF 150,000 50,000 150,000 50,000 130,792 CHF 44,097 CHF 99.16% 99.16%

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