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 0.57% 1.81 CHF 1.82 CHF 80,000 80,000 35,791 35,791 64,569 CHF 64,928 CHF 100.00% 100.00%
12/07/2024 0.59% 1.80 CHF 1.81 CHF 80,000 80,000 35,075 35,075 61,679 CHF 62,034 CHF 100.00% 100.00%
11/07/2024 0.53% 1.84 CHF 1.85 CHF 80,000 80,000 35,614 35,614 67,735 CHF 68,092 CHF 99.99% 99.99%
10/07/2024 0.52% 1.98 CHF 1.99 CHF 82,000 82,000 36,813 36,813 72,782 CHF 73,152 CHF 99.90% 99.90%
09/07/2024 0.63% 2.01 CHF 2.02 CHF 84,000 84,000 35,671 35,671 71,439 CHF 71,813 CHF 99.73% 99.73%
08/07/2024 0.55% 2.02 CHF 2.03 CHF 84,000 84,000 36,480 36,480 72,535 CHF 72,912 CHF 99.26% 99.26%
05/07/2024 0.51% 2.02 CHF 2.03 CHF 84,000 84,000 37,463 37,463 74,901 CHF 75,276 CHF 99.90% 99.90%
04/07/2024 0.50% 2.00 CHF 2.01 CHF 33,000 33,000 26,670 26,670 53,022 CHF 53,289 CHF 99.54% 99.54%
03/07/2024 0.56% 2.03 CHF 2.04 CHF 84,000 84,000 34,868 34,868 70,621 CHF 70,996 CHF 100.00% 100.00%
02/07/2024 0.50% 2.09 CHF 2.10 CHF 84,000 84,000 37,448 37,448 77,992 CHF 78,370 CHF 100.00% 100.00%

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