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 0.72% 1.39 CHF 1.40 CHF 83,000 83,000 83,023 83,023 114,216 CHF 115,047 CHF 100.00% 100.00%
12/07/2024 0.73% 1.38 CHF 1.39 CHF 83,000 83,000 83,297 83,297 113,364 CHF 114,197 CHF 100.00% 100.00%
11/07/2024 0.73% 1.33 CHF 1.34 CHF 84,000 84,000 83,238 83,238 114,247 CHF 115,080 CHF 100.00% 100.00%
10/07/2024 0.73% 1.37 CHF 1.38 CHF 83,000 83,000 83,482 83,482 113,371 CHF 114,206 CHF 100.00% 100.00%
09/07/2024 0.74% 1.33 CHF 1.34 CHF 84,000 84,000 83,871 83,871 113,313 CHF 114,152 CHF 99.99% 99.99%
08/07/2024 0.71% 1.38 CHF 1.39 CHF 83,000 83,000 82,362 82,362 116,003 CHF 116,827 CHF 100.00% 100.00%
05/07/2024 0.72% 1.37 CHF 1.38 CHF 83,000 83,000 83,055 83,055 114,687 CHF 115,517 CHF 100.00% 100.00%
04/07/2024 0.73% 1.37 CHF 1.38 CHF 83,000 83,000 83,584 83,584 113,794 CHF 114,630 CHF 100.00% 100.00%
03/07/2024 0.76% 1.31 CHF 1.32 CHF 85,000 85,000 84,828 84,828 111,506 CHF 112,354 CHF 100.00% 100.00%
02/07/2024 0.80% 1.24 CHF 1.25 CHF 86,000 86,000 86,496 86,496 107,656 CHF 108,521 CHF 99.98% 99.98%

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