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 1.29% 0.78 CHF 0.79 CHF 100,000 100,000 104,998 104,998 80,932 CHF 81,982 CHF 100.00% 100.00%
12/07/2024 1.28% 0.77 CHF 0.78 CHF 105,000 105,000 103,891 103,891 80,443 CHF 81,482 CHF 100.00% 100.00%
11/07/2024 1.29% 0.76 CHF 0.77 CHF 105,000 105,000 103,936 103,936 80,055 CHF 81,096 CHF 100.00% 100.00%
10/07/2024 1.29% 0.78 CHF 0.79 CHF 105,000 105,000 103,940 103,940 80,325 CHF 81,364 CHF 100.00% 100.00%
09/07/2024 1.35% 0.73 CHF 0.74 CHF 105,000 105,000 105,000 105,000 76,992 CHF 78,042 CHF 100.00% 100.00%
08/07/2024 1.33% 0.74 CHF 0.75 CHF 105,000 105,000 105,000 105,000 78,700 CHF 79,750 CHF 100.00% 100.00%
05/07/2024 1.37% 0.73 CHF 0.74 CHF 105,000 105,000 105,000 105,000 76,284 CHF 77,334 CHF 100.00% 100.00%
04/07/2024 1.40% 0.71 CHF 0.72 CHF 105,000 105,000 105,000 105,000 74,412 CHF 75,462 CHF 100.00% 100.00%
03/07/2024 1.44% 0.69 CHF 0.70 CHF 110,000 110,000 108,816 108,816 75,177 CHF 76,265 CHF 100.00% 100.00%
02/07/2024 1.49% 0.67 CHF 0.68 CHF 110,000 110,000 110,000 110,000 73,160 CHF 74,260 CHF 100.00% 100.00%

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