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 47,800 47,800 47,600 47,600 41,310 CHF 41,786 CHF 100.00% 100.00%
12/07/2024 1.12% 0.91 CHF 0.92 CHF 47,300 47,300 47,409 47,409 42,157 CHF 42,631 CHF 100.00% 100.00%
11/07/2024 1.10% 0.90 CHF 0.91 CHF 48,500 48,500 48,526 48,526 44,002 CHF 44,487 CHF 99.83% 99.83%
10/07/2024 1.10% 0.87 CHF 0.88 CHF 48,100 48,100 47,669 47,669 42,999 CHF 43,476 CHF 100.00% 100.00%
09/07/2024 1.10% 0.85 CHF 0.86 CHF 46,000 46,000 45,604 45,604 41,331 CHF 41,787 CHF 99.74% 99.74%
08/07/2024 0.97% 0.96 CHF 0.97 CHF 42,200 42,200 42,060 42,060 42,993 CHF 43,414 CHF 100.00% 100.00%
05/07/2024 0.97% 1.02 CHF 1.03 CHF 43,400 43,400 43,259 43,259 44,204 CHF 44,637 CHF 99.81% 99.81%
04/07/2024 1.02% 0.99 CHF 1.00 CHF 45,700 45,700 45,739 45,739 44,433 CHF 44,890 CHF 100.00% 100.00%
03/07/2024 1.08% 0.93 CHF 0.94 CHF 50,000 50,000 50,102 50,102 46,355 CHF 46,856 CHF 100.00% 100.00%
02/07/2024 1.22% 0.83 CHF 0.84 CHF 50,300 50,300 50,352 50,352 41,034 CHF 41,538 CHF 100.00% 100.00%

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