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 0.59% 1.72 CHF 1.73 CHF 390,000 390,000 384,854 384,854 653,440 CHF 657,289 CHF 100.00% 100.00%
12/07/2024 0.60% 1.66 CHF 1.67 CHF 380,000 380,000 379,554 379,554 635,655 CHF 639,451 CHF 100.00% 100.00%
11/07/2024 0.59% 1.69 CHF 1.70 CHF 390,000 390,000 385,153 385,153 652,534 CHF 656,388 CHF 99.98% 99.98%
10/07/2024 0.56% 1.74 CHF 1.75 CHF 390,000 390,000 399,252 399,252 708,630 CHF 712,623 CHF 100.00% 100.00%
09/07/2024 0.56% 1.80 CHF 1.81 CHF 400,000 400,000 398,346 398,346 707,851 CHF 711,835 CHF 99.74% 99.74%
08/07/2024 0.58% 1.73 CHF 1.74 CHF 390,000 390,000 389,325 389,325 670,190 CHF 674,083 CHF 99.32% 99.32%
05/07/2024 0.58% 1.73 CHF 1.74 CHF 390,000 390,000 388,728 388,728 662,790 CHF 666,677 CHF 100.00% 100.00%
04/07/2024 0.58% 1.73 CHF 1.74 CHF 390,000 390,000 388,462 388,462 671,290 CHF 675,175 CHF 99.63% 99.63%
03/07/2024 0.58% 1.72 CHF 1.73 CHF 390,000 390,000 391,140 391,140 677,547 CHF 681,459 CHF 100.00% 100.00%
02/07/2024 0.56% 1.75 CHF 1.76 CHF 400,000 400,000 400,828 400,828 707,830 CHF 711,838 CHF 99.37% 99.37%

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