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 1.01% 1.00 CHF 1.01 CHF 78,620 78,620 77,809 77,809 77,533 CHF 78,312 CHF 99.99% 99.99%
12/07/2024 1.10% 0.94 CHF 0.95 CHF 79,410 79,410 79,015 79,015 72,445 CHF 73,236 CHF 100.00% 100.00%
11/07/2024 1.16% 0.87 CHF 0.88 CHF 80,340 80,340 79,708 79,708 69,169 CHF 69,967 CHF 99.39% 99.39%
10/07/2024 1.30% 0.83 CHF 0.84 CHF 81,150 81,150 81,083 81,103 62,534 CHF 63,360 CHF 100.00% 100.00%
09/07/2024 1.35% 0.73 CHF 0.74 CHF 82,540 82,540 81,544 81,544 60,661 CHF 61,477 CHF 99.49% 99.49%
08/07/2024 1.42% 0.71 CHF 0.72 CHF 82,990 82,990 82,089 82,089 58,177 CHF 58,999 CHF 99.97% 99.97%
05/07/2024 1.35% 0.71 CHF 0.72 CHF 82,950 82,950 81,653 81,653 60,808 CHF 61,625 CHF 100.00% 100.00%
04/07/2024 1.47% 0.71 CHF 0.72 CHF 83,130 83,130 82,713 82,713 56,476 CHF 57,304 CHF 100.00% 100.00%
03/07/2024 1.28% 0.77 CHF 0.78 CHF 82,160 82,160 80,998 80,998 63,614 CHF 64,425 CHF 100.00% 100.00%
02/07/2024 1.25% 0.82 CHF 0.83 CHF 81,000 81,000 80,520 80,520 64,496 CHF 65,302 CHF 99.74% 99.74%

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