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 0.89% 1.13 CHF 1.14 CHF 45,500 45,500 47,798 47,798 53,274 CHF 53,752 CHF 100.00% 100.00%
12/07/2024 0.88% 1.12 CHF 1.13 CHF 48,200 48,200 47,690 47,690 53,704 CHF 54,181 CHF 100.00% 100.00%
11/07/2024 0.89% 1.09 CHF 1.10 CHF 46,900 46,900 46,471 46,471 51,892 CHF 52,356 CHF 100.00% 100.00%
10/07/2024 0.88% 1.13 CHF 1.14 CHF 49,300 49,300 48,792 48,792 54,966 CHF 55,454 CHF 100.00% 100.00%
09/07/2024 0.96% 1.04 CHF 1.05 CHF 50,000 50,000 50,000 50,000 51,979 CHF 52,479 CHF 100.00% 100.00%
08/07/2024 0.93% 1.04 CHF 1.05 CHF 50,000 50,000 50,000 50,000 53,707 CHF 54,207 CHF 100.00% 100.00%
05/07/2024 0.97% 1.02 CHF 1.03 CHF 51,600 51,600 51,600 51,600 52,669 CHF 53,185 CHF 100.00% 100.00%
04/07/2024 1.01% 0.98 CHF 0.99 CHF 53,900 53,900 53,900 53,900 52,976 CHF 53,515 CHF 100.00% 100.00%
03/07/2024 1.05% 0.95 CHF 0.96 CHF 57,000 57,000 56,394 56,394 53,456 CHF 54,020 CHF 100.00% 100.00%
02/07/2024 1.11% 0.91 CHF 0.92 CHF 58,200 58,200 58,200 58,200 52,253 CHF 52,835 CHF 99.99% 99.99%

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