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 2.58% 0.85 CHF 0.86 CHF 155,000 155,000 69,462 69,462 60,920 CHF 62,180 CHF 100.00% 100.00%
12/07/2024 2.55% 0.87 CHF 0.88 CHF 155,000 155,000 68,429 68,429 61,289 CHF 62,524 CHF 99.98% 99.98%
11/07/2024 2.50% 0.95 CHF 0.96 CHF 150,000 150,000 67,391 67,391 62,337 CHF 63,560 CHF 99.82% 99.82%
10/07/2024 2.52% 0.92 CHF 0.93 CHF 150,000 150,000 67,391 67,391 61,914 CHF 63,138 CHF 100.00% 100.00%
09/07/2024 3.17% 0.95 CHF 0.96 CHF 150,000 150,000 67,448 67,448 64,289 CHF 65,847 CHF 99.72% 99.72%
08/07/2024 2.70% 1.04 CHF 1.05 CHF 145,000 145,000 66,585 66,585 66,040 CHF 67,414 CHF 99.92% 99.92%
05/07/2024 2.47% 0.94 CHF 0.95 CHF 150,000 150,000 67,184 67,184 62,461 CHF 63,684 CHF 99.68% 99.68%
04/07/2024 3.01% 0.95 CHF 0.97 CHF 60,000 60,000 48,306 48,306 45,660 CHF 46,964 CHF 99.95% 99.95%
03/07/2024 3.19% 0.94 CHF 0.95 CHF 150,000 150,000 67,367 67,367 63,735 CHF 65,305 CHF 100.00% 100.00%
02/07/2024 3.17% 0.99 CHF 1.00 CHF 150,000 150,000 66,992 66,992 65,743 CHF 67,309 CHF 100.00% 100.00%

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