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 2.59% 0.81 CHF 0.83 CHF 73,000 73,000 72,104 72,104 55,104 CHF 56,547 CHF 100.00% 100.00%
12/07/2024 2.54% 0.74 CHF 0.76 CHF 72,000 72,000 72,088 72,088 56,191 CHF 57,633 CHF 100.00% 100.00%
11/07/2024 2.35% 0.78 CHF 0.80 CHF 72,000 72,000 72,850 72,850 61,418 CHF 62,876 CHF 99.99% 99.99%
10/07/2024 2.12% 0.92 CHF 0.94 CHF 74,000 74,000 74,011 74,011 69,065 CHF 70,546 CHF 100.00% 100.00%
09/07/2024 2.15% 0.97 CHF 0.99 CHF 75,000 75,000 74,164 74,164 68,409 CHF 69,892 CHF 99.73% 99.73%
08/07/2024 2.15% 0.93 CHF 0.95 CHF 74,000 74,000 74,000 74,000 68,160 CHF 69,640 CHF 99.30% 99.30%
05/07/2024 2.24% 0.92 CHF 0.94 CHF 74,000 74,000 73,459 73,459 64,890 CHF 66,359 CHF 100.00% 100.00%
04/07/2024 2.18% 0.89 CHF 0.91 CHF 74,000 74,000 74,000 74,000 67,084 CHF 68,564 CHF 99.61% 99.61%
03/07/2024 2.12% 0.93 CHF 0.95 CHF 74,000 74,000 74,241 74,241 69,311 CHF 70,796 CHF 100.00% 100.00%
02/07/2024 1.94% 1.00 CHF 1.02 CHF 75,000 75,000 75,421 75,421 76,930 CHF 78,439 CHF 100.00% 100.00%

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