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 0.73% 1.41 CHF 1.42 CHF 80,000 80,000 35,786 35,786 50,055 CHF 50,414 CHF 99.99% 99.99%
12/07/2024 0.76% 1.40 CHF 1.41 CHF 80,000 80,000 35,074 35,074 47,454 CHF 47,809 CHF 100.00% 100.00%
11/07/2024 0.67% 1.44 CHF 1.45 CHF 80,000 80,000 35,617 35,617 53,271 CHF 53,628 CHF 100.00% 100.00%
10/07/2024 0.65% 1.57 CHF 1.58 CHF 82,000 82,000 36,813 36,813 57,717 CHF 58,087 CHF 99.90% 99.90%
09/07/2024 0.78% 1.60 CHF 1.61 CHF 84,000 84,000 35,674 35,674 56,888 CHF 57,261 CHF 99.70% 99.70%
08/07/2024 0.69% 1.61 CHF 1.62 CHF 84,000 84,000 36,477 36,477 57,641 CHF 58,018 CHF 99.27% 99.27%
05/07/2024 0.64% 1.61 CHF 1.62 CHF 84,000 84,000 37,463 37,463 59,567 CHF 59,943 CHF 99.90% 99.90%
04/07/2024 0.63% 1.59 CHF 1.60 CHF 33,000 33,000 26,666 26,666 42,102 CHF 42,368 CHF 99.61% 99.61%
03/07/2024 0.71% 1.62 CHF 1.63 CHF 84,000 84,000 34,868 34,868 56,317 CHF 56,692 CHF 100.00% 100.00%
02/07/2024 0.62% 1.67 CHF 1.68 CHF 84,000 84,000 37,448 37,448 62,567 CHF 62,945 CHF 100.00% 100.00%

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