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 0.88% 1.04 CHF 1.05 CHF 26,820 26,820 26,246 26,246 29,964 CHF 30,226 CHF 100.00% 100.00%
12/07/2024 0.88% 1.19 CHF 1.20 CHF 26,380 26,380 26,249 26,249 29,920 CHF 30,183 CHF 100.00% 100.00%
11/07/2024 0.94% 1.09 CHF 1.10 CHF 26,560 26,560 26,421 26,421 28,175 CHF 28,440 CHF 99.45% 99.45%
10/07/2024 0.99% 1.05 CHF 1.06 CHF 26,740 26,740 26,524 26,524 26,920 CHF 27,186 CHF 100.00% 100.00%
09/07/2024 0.96% 1.01 CHF 1.02 CHF 26,770 26,770 26,421 26,421 27,707 CHF 27,971 CHF 99.58% 99.58%
08/07/2024 0.98% 1.01 CHF 1.02 CHF 26,800 26,800 26,478 26,478 27,059 CHF 27,324 CHF 100.00% 100.00%
05/07/2024 0.98% 0.98 CHF 0.99 CHF 26,880 26,880 26,533 26,533 27,191 CHF 27,457 CHF 100.00% 100.00%
04/07/2024 0.97% 1.04 CHF 1.05 CHF 26,770 26,770 26,511 26,511 27,388 CHF 27,653 CHF 100.00% 100.00%
03/07/2024 1.01% 1.02 CHF 1.03 CHF 26,820 26,820 26,626 26,626 26,425 CHF 26,691 CHF 100.00% 100.00%
02/07/2024 1.08% 0.99 CHF 1.00 CHF 26,820 26,820 26,739 26,739 24,797 CHF 25,065 CHF 99.78% 99.78%

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