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 1.35% 0.74 CHF 0.75 CHF 172,600 172,600 172,589 172,589 126,928 CHF 128,654 CHF 99.99% 99.99%
12/07/2024 1.32% 0.75 CHF 0.76 CHF 178,100 178,100 177,070 177,070 133,343 CHF 135,114 CHF 100.00% 100.00%
11/07/2024 1.39% 0.72 CHF 0.73 CHF 178,400 178,400 177,640 177,640 127,313 CHF 129,089 CHF 100.00% 100.00%
10/07/2024 1.36% 0.73 CHF 0.74 CHF 174,600 174,600 174,828 174,828 127,734 CHF 129,483 CHF 100.00% 100.00%
09/07/2024 1.34% 0.73 CHF 0.74 CHF 162,500 162,500 162,733 162,733 120,837 CHF 122,464 CHF 100.00% 100.00%
08/07/2024 1.20% 0.81 CHF 0.82 CHF 153,300 153,300 153,331 153,331 126,809 CHF 128,342 CHF 99.99% 99.99%
05/07/2024 1.17% 0.83 CHF 0.84 CHF 150,200 150,200 148,720 148,720 126,543 CHF 128,030 CHF 99.81% 99.81%
04/07/2024 1.17% 0.87 CHF 0.88 CHF 154,700 154,700 155,904 155,904 131,966 CHF 133,525 CHF 99.49% 99.49%
03/07/2024 1.22% 0.81 CHF 0.82 CHF 162,600 162,600 163,046 163,046 132,366 CHF 133,997 CHF 99.35% 99.35%
02/07/2024 1.28% 0.78 CHF 0.79 CHF 167,700 167,700 168,410 168,410 130,957 CHF 132,641 CHF 99.99% 99.99%

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