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 1.05% 0.94 CHF 0.95 CHF 107,000 107,000 105,091 105,091 99,770 CHF 100,821 CHF 100.00% 100.00%
12/07/2024 1.05% 0.96 CHF 0.97 CHF 105,000 105,000 105,326 105,326 99,792 CHF 100,845 CHF 100.00% 100.00%
11/07/2024 1.07% 0.93 CHF 0.94 CHF 107,000 107,000 106,581 106,581 99,465 CHF 100,531 CHF 100.00% 100.00%
10/07/2024 1.06% 0.94 CHF 0.95 CHF 107,000 107,000 106,617 106,617 99,586 CHF 100,652 CHF 100.00% 100.00%
09/07/2024 1.09% 0.91 CHF 0.92 CHF 107,000 107,000 107,668 107,668 98,009 CHF 99,085 CHF 100.00% 100.00%
08/07/2024 1.06% 0.94 CHF 0.95 CHF 105,000 105,000 106,826 106,826 100,045 CHF 101,113 CHF 100.00% 100.00%
05/07/2024 1.06% 0.93 CHF 0.94 CHF 107,000 107,000 106,999 106,999 100,220 CHF 101,290 CHF 99.82% 99.82%
04/07/2024 1.06% 0.93 CHF 0.94 CHF 107,000 107,000 107,000 107,000 100,026 CHF 101,096 CHF 99.50% 99.50%
03/07/2024 1.06% 0.94 CHF 0.95 CHF 107,000 107,000 106,627 106,627 100,500 CHF 101,566 CHF 99.36% 99.36%
02/07/2024 1.17% 0.93 CHF 0.94 CHF 107,000 107,000 102,151 102,151 95,227 CHF 96,259 CHF 100.00% 100.00%

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