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 0.76% 1.31 CHF 1.32 CHF 79,000 79,000 79,087 79,087 103,411 CHF 104,202 CHF 99.41% 99.41%
12/07/2024 0.73% 1.37 CHF 1.38 CHF 80,000 80,000 80,194 80,194 109,854 CHF 110,656 CHF 100.00% 100.00%
11/07/2024 0.72% 1.35 CHF 1.36 CHF 80,000 80,000 80,889 80,889 112,873 CHF 113,683 CHF 99.83% 99.83%
10/07/2024 0.69% 1.46 CHF 1.47 CHF 82,000 82,000 81,881 81,881 119,114 CHF 119,933 CHF 100.00% 100.00%
09/07/2024 0.70% 1.45 CHF 1.46 CHF 82,000 82,000 81,647 81,647 117,021 CHF 117,837 CHF 99.73% 99.73%
08/07/2024 0.70% 1.45 CHF 1.46 CHF 82,000 82,000 81,624 81,624 116,650 CHF 117,466 CHF 99.42% 99.42%
05/07/2024 0.73% 1.51 CHF 1.52 CHF 83,000 83,000 80,393 80,393 109,906 CHF 110,710 CHF 99.29% 99.29%
04/07/2024 0.76% 1.32 CHF 1.33 CHF 80,000 80,000 79,606 79,606 103,867 CHF 104,663 CHF 100.00% 100.00%
03/07/2024 0.70% 1.41 CHF 1.42 CHF 81,000 81,000 81,630 81,630 116,934 CHF 117,750 CHF 100.00% 100.00%
02/07/2024 0.61% 1.62 CHF 1.63 CHF 85,000 85,000 85,225 85,225 138,445 CHF 139,298 CHF 99.99% 99.99%

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