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 1.15% 0.85 CHF 0.86 CHF 114,700 114,700 116,117 116,117 100,487 CHF 101,648 CHF 99.97% 99.97%
12/07/2024 1.20% 0.91 CHF 0.92 CHF 122,100 122,100 130,615 130,615 108,656 CHF 109,962 CHF 100.00% 100.00%
11/07/2024 1.19% 0.83 CHF 0.84 CHF 132,100 132,100 131,144 131,144 109,640 CHF 110,952 CHF 99.99% 99.99%
10/07/2024 1.22% 0.82 CHF 0.83 CHF 136,700 136,700 136,137 136,137 110,880 CHF 112,241 CHF 100.00% 100.00%
09/07/2024 1.20% 0.77 CHF 0.78 CHF 128,100 128,100 127,572 127,572 105,356 CHF 106,632 CHF 100.00% 100.00%
08/07/2024 1.13% 0.85 CHF 0.86 CHF 127,200 127,200 117,847 117,847 103,868 CHF 105,047 CHF 100.00% 100.00%
05/07/2024 1.13% 0.89 CHF 0.90 CHF 124,400 124,400 126,127 126,127 110,788 CHF 112,050 CHF 99.80% 99.80%
04/07/2024 1.26% 0.80 CHF 0.81 CHF 138,500 138,500 137,926 137,926 109,195 CHF 110,575 CHF 99.50% 99.50%
03/07/2024 1.29% 0.77 CHF 0.78 CHF 145,500 145,500 144,900 144,900 111,678 CHF 113,127 CHF 100.00% 100.00%
02/07/2024 1.37% 0.73 CHF 0.74 CHF 142,600 142,600 142,012 142,012 102,636 CHF 104,056 CHF 99.99% 99.99%

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