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 2.01% 0.87 CHF 0.88 CHF 89,500 89,500 39,965 39,965 35,057 CHF 35,662 CHF 100.00% 100.00%
12/07/2024 1.91% 0.82 CHF 0.83 CHF 86,100 86,100 36,845 36,845 33,200 CHF 33,754 CHF 99.59% 99.59%
11/07/2024 1.83% 0.93 CHF 0.94 CHF 78,000 78,000 34,690 34,690 33,474 CHF 33,998 CHF 99.99% 99.99%
10/07/2024 1.79% 1.01 CHF 1.02 CHF 77,900 77,900 34,894 34,894 34,864 CHF 35,392 CHF 100.00% 100.00%
09/07/2024 1.97% 0.98 CHF 0.99 CHF 84,200 84,200 38,703 38,703 35,744 CHF 36,331 CHF 100.00% 100.00%
08/07/2024 1.78% 0.89 CHF 0.90 CHF 90,400 90,400 40,472 40,472 35,297 CHF 35,822 CHF 100.00% 100.00%
05/07/2024 2.01% 0.86 CHF 0.87 CHF 88,500 88,500 39,615 39,615 34,793 CHF 35,393 CHF 99.89% 99.89%
04/07/2024 2.19% 0.92 CHF 0.94 CHF 34,700 34,700 28,098 28,098 25,386 CHF 25,948 CHF 100.00% 100.00%
03/07/2024 1.98% 0.89 CHF 0.90 CHF 87,500 87,500 38,544 38,544 34,772 CHF 35,355 CHF 100.00% 100.00%
02/07/2024 1.85% 0.86 CHF 0.87 CHF 92,500 92,500 41,602 41,602 34,998 CHF 35,538 CHF 99.99% 99.99%

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