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 0.62% 1.62 CHF 1.63 CHF 390,000 390,000 384,854 384,854 616,079 CHF 619,928 CHF 100.00% 100.00%
12/07/2024 0.63% 1.56 CHF 1.57 CHF 380,000 380,000 379,554 379,554 598,724 CHF 602,519 CHF 100.00% 100.00%
11/07/2024 0.63% 1.59 CHF 1.60 CHF 390,000 390,000 385,159 385,159 615,001 CHF 618,855 CHF 100.00% 100.00%
10/07/2024 0.59% 1.64 CHF 1.65 CHF 390,000 390,000 399,256 399,256 669,478 CHF 673,470 CHF 100.00% 100.00%
09/07/2024 0.59% 1.70 CHF 1.71 CHF 400,000 400,000 398,346 398,346 669,142 CHF 673,126 CHF 99.73% 99.73%
08/07/2024 0.61% 1.63 CHF 1.64 CHF 390,000 390,000 389,326 389,326 632,441 CHF 636,334 CHF 99.31% 99.31%
05/07/2024 0.62% 1.63 CHF 1.64 CHF 390,000 390,000 388,728 388,728 624,715 CHF 628,602 CHF 100.00% 100.00%
04/07/2024 0.61% 1.63 CHF 1.64 CHF 390,000 390,000 388,461 388,461 633,637 CHF 637,521 CHF 99.57% 99.57%
03/07/2024 0.61% 1.62 CHF 1.63 CHF 390,000 390,000 391,141 391,141 639,058 CHF 642,970 CHF 100.00% 100.00%
02/07/2024 0.60% 1.65 CHF 1.66 CHF 400,000 400,000 400,828 400,828 668,771 CHF 672,779 CHF 99.38% 99.38%

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