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 1.24% 0.77 CHF 0.78 CHF 94,900 94,900 93,700 93,700 75,405 CHF 76,342 CHF 100.00% 100.00%
12/07/2024 1.24% 0.83 CHF 0.84 CHF 96,600 96,600 97,172 97,172 78,158 CHF 79,130 CHF 100.00% 100.00%
11/07/2024 1.27% 0.79 CHF 0.80 CHF 101,100 101,100 101,439 101,439 79,166 CHF 80,180 CHF 100.00% 100.00%
10/07/2024 1.36% 0.75 CHF 0.76 CHF 104,500 104,500 104,873 104,873 76,674 CHF 77,723 CHF 100.00% 100.00%
09/07/2024 1.33% 0.73 CHF 0.74 CHF 104,100 104,100 102,850 102,850 77,239 CHF 78,269 CHF 100.00% 100.00%
08/07/2024 1.32% 0.75 CHF 0.76 CHF 102,500 102,500 102,203 102,203 76,804 CHF 77,826 CHF 99.99% 99.99%
05/07/2024 1.29% 0.75 CHF 0.76 CHF 100,900 100,900 100,091 100,091 77,135 CHF 78,136 CHF 100.00% 100.00%
04/07/2024 1.33% 0.77 CHF 0.78 CHF 105,500 105,500 106,122 106,122 79,443 CHF 80,504 CHF 100.00% 100.00%
03/07/2024 1.36% 0.72 CHF 0.73 CHF 107,900 107,900 107,373 107,373 78,582 CHF 79,656 CHF 99.99% 99.99%
02/07/2024 1.45% 0.70 CHF 0.71 CHF 109,100 109,100 109,649 109,649 74,846 CHF 75,943 CHF 100.00% 100.00%

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