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 1.40% 0.75 CHF 0.76 CHF 120,800 120,800 118,288 118,288 83,662 CHF 84,845 CHF 99.97% 99.97%
12/07/2024 1.45% 0.67 CHF 0.68 CHF 110,800 110,800 111,467 111,467 76,178 CHF 77,292 CHF 100.00% 100.00%
11/07/2024 1.39% 0.69 CHF 0.70 CHF 108,600 108,600 109,276 109,276 78,085 CHF 79,178 CHF 100.00% 100.00%
10/07/2024 1.38% 0.72 CHF 0.73 CHF 103,000 103,000 102,925 102,925 74,345 CHF 75,375 CHF 100.00% 100.00%
09/07/2024 1.31% 0.77 CHF 0.78 CHF 107,300 107,300 106,051 106,051 80,164 CHF 81,224 CHF 100.00% 100.00%
08/07/2024 1.36% 0.74 CHF 0.75 CHF 110,200 110,200 109,474 109,474 79,747 CHF 80,842 CHF 99.99% 99.99%
05/07/2024 1.38% 0.74 CHF 0.75 CHF 105,600 105,600 104,096 104,096 74,718 CHF 75,759 CHF 99.82% 99.82%
04/07/2024 1.33% 0.74 CHF 0.75 CHF 102,100 102,100 101,642 101,642 75,892 CHF 76,909 CHF 99.50% 99.50%
03/07/2024 1.32% 0.77 CHF 0.78 CHF 104,500 104,500 103,243 103,243 77,762 CHF 78,794 CHF 100.00% 100.00%
02/07/2024 1.27% 0.77 CHF 0.78 CHF 107,300 107,300 107,311 107,311 83,817 CHF 84,890 CHF 100.00% 100.00%

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