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
25/07/2024 0.71% 1.35 CHF 1.36 CHF 40,000 40,000 40,000 40,000 56,146 CHF 56,546 CHF 99.40% 99.49%
24/07/2024 0.73% 1.32 CHF 1.33 CHF 45,000 45,000 45,000 45,000 61,677 CHF 62,127 CHF 99.57% 99.57%
23/07/2024 0.76% 1.31 CHF 1.32 CHF 45,000 45,000 45,000 45,000 58,661 CHF 59,111 CHF 99.48% 99.48%
22/07/2024 0.79% 1.27 CHF 1.28 CHF 40,000 40,000 40,000 40,000 50,454 CHF 50,854 CHF 99.47% 99.54%
19/07/2024 0.73% 1.37 CHF 1.38 CHF 40,000 40,000 40,000 40,000 54,773 CHF 55,173 CHF 98.92% 98.92%
18/07/2024 0.74% 1.34 CHF 1.35 CHF 45,000 45,000 45,000 45,000 60,333 CHF 60,783 CHF 99.51% 99.55%
17/07/2024 0.75% 1.35 CHF 1.36 CHF 45,000 45,000 45,000 45,000 60,078 CHF 60,528 CHF 99.31% 99.31%
16/07/2024 0.77% 1.31 CHF 1.32 CHF 45,000 45,000 45,000 45,000 58,579 CHF 59,029 CHF 99.49% 99.56%
15/07/2024 0.80% 1.27 CHF 1.28 CHF 50,000 50,000 50,000 50,000 62,568 CHF 63,068 CHF 99.52% 99.52%
12/07/2024 0.81% 1.21 CHF 1.22 CHF 50,000 50,000 50,000 50,000 61,555 CHF 62,055 CHF 99.55% 99.55%

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