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 1.11% 0.92 CHF 0.93 CHF 360,600 360,600 161,189 161,189 147,834 CHF 149,451 CHF 99.96% 99.96%
12/07/2024 1.10% 0.93 CHF 0.94 CHF 356,200 356,200 159,471 159,471 146,953 CHF 148,551 CHF 100.00% 100.00%
11/07/2024 0.98% 0.94 CHF 0.95 CHF 321,300 321,300 140,484 140,484 143,801 CHF 145,215 CHF 99.99% 99.99%
10/07/2024 0.96% 1.01 CHF 1.02 CHF 316,400 316,400 140,984 140,984 147,578 CHF 148,990 CHF 100.00% 100.00%
09/07/2024 0.97% 1.06 CHF 1.07 CHF 316,600 316,600 141,704 141,704 149,278 CHF 150,698 CHF 100.00% 100.00%
08/07/2024 0.96% 1.05 CHF 1.06 CHF 311,400 311,400 139,327 139,327 147,238 CHF 148,634 CHF 100.00% 100.00%
05/07/2024 0.99% 1.05 CHF 1.06 CHF 326,000 326,000 145,281 145,281 150,557 CHF 152,013 CHF 99.81% 99.81%
04/07/2024 0.98% 1.03 CHF 1.04 CHF 130,400 130,400 104,478 104,478 106,705 CHF 107,750 CHF 98.30% 98.30%
03/07/2024 0.95% 1.01 CHF 1.02 CHF 309,900 309,900 137,780 137,780 145,061 CHF 146,442 CHF 100.00% 100.00%
02/07/2024 1.02% 1.02 CHF 1.03 CHF 327,000 327,000 145,919 145,919 145,414 CHF 146,876 CHF 100.00% 100.00%

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