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 2.25% 0.99 CHF 1.00 CHF 155,000 155,000 69,462 69,462 70,297 CHF 71,556 CHF 100.00% 100.00%
12/07/2024 2.22% 1.00 CHF 1.01 CHF 155,000 155,000 68,432 68,432 70,558 CHF 71,793 CHF 99.98% 99.98%
11/07/2024 2.19% 1.09 CHF 1.10 CHF 150,000 150,000 67,389 67,389 71,301 CHF 72,524 CHF 99.83% 99.83%
10/07/2024 2.20% 1.06 CHF 1.07 CHF 150,000 150,000 67,412 67,412 71,113 CHF 72,336 CHF 100.00% 100.00%
09/07/2024 2.78% 1.08 CHF 1.09 CHF 150,000 150,000 67,440 67,440 73,377 CHF 74,935 CHF 99.78% 99.78%
08/07/2024 2.37% 1.18 CHF 1.19 CHF 145,000 145,000 66,587 66,587 74,997 CHF 76,372 CHF 99.92% 99.92%
05/07/2024 2.16% 1.08 CHF 1.09 CHF 150,000 150,000 67,206 67,206 71,595 CHF 72,818 CHF 99.70% 99.70%
04/07/2024 2.64% 1.08 CHF 1.10 CHF 60,000 60,000 48,306 48,306 52,199 CHF 53,503 CHF 99.95% 99.95%
03/07/2024 2.80% 1.07 CHF 1.08 CHF 150,000 150,000 67,368 67,368 72,813 CHF 74,384 CHF 100.00% 100.00%
02/07/2024 2.78% 1.13 CHF 1.14 CHF 150,000 150,000 66,990 66,990 74,812 CHF 76,378 CHF 100.00% 100.00%

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