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 1.00% 53.22 CHF 53.75 CHF 12,263 11,998 12,404 12,359 657,763 CHF 661,931 CHF 100.00% 100.00%
12/07/2024 1.00% 48.96 CHF 49.45 CHF 12,500 12,250 12,500 12,251 605,975 CHF 599,897 CHF 100.00% 100.00%
11/07/2024 1.00% 48.82 CHF 49.31 CHF 12,345 12,500 12,443 12,500 614,998 CHF 624,044 CHF 99.94% 99.94%
10/07/2024 1.00% 49.02 CHF 49.51 CHF 12,500 11,501 12,500 11,990 618,941 CHF 599,700 CHF 100.00% 100.00%
09/07/2024 1.00% 48.52 CHF 49.01 CHF 12,500 10,100 12,500 12,046 608,714 CHF 592,542 CHF 100.00% 100.00%
08/07/2024 1.00% 47.85 CHF 48.33 CHF 12,500 12,500 12,500 12,500 602,270 CHF 608,334 CHF 99.72% 99.72%
05/07/2024 1.00% 47.81 CHF 48.29 CHF 11,950 11,675 12,032 11,993 561,546 CHF 565,243 CHF 100.00% 100.00%
04/07/2024 1.00% 48.93 CHF 49.42 CHF 12,194 12,199 12,381 12,268 607,074 CHF 607,547 CHF 100.00% 100.00%
03/07/2024 1.00% 51.20 CHF 51.71 CHF 12,473 12,104 12,474 12,207 642,348 CHF 634,950 CHF 99.69% 99.69%
02/07/2024 1.00% 52.93 CHF 53.46 CHF 12,500 12,380 12,500 12,381 668,093 CHF 668,406 CHF 100.00% 100.00%

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