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 1.11% 0.92 CHF 0.93 CHF 550,000 550,000 246,289 246,289 226,220 CHF 228,689 CHF 100.00% 100.00%
12/07/2024 1.15% 0.89 CHF 0.90 CHF 550,000 550,000 228,737 228,737 202,325 CHF 204,617 CHF 99.90% 99.90%
11/07/2024 1.09% 0.92 CHF 0.93 CHF 550,000 550,000 246,300 246,300 228,739 CHF 231,207 CHF 99.99% 99.99%
10/07/2024 1.05% 0.96 CHF 0.97 CHF 550,000 550,000 246,410 246,410 237,983 CHF 240,452 CHF 100.00% 100.00%
09/07/2024 1.02% 0.97 CHF 0.98 CHF 550,000 550,000 246,304 246,304 243,893 CHF 246,361 CHF 100.00% 100.00%
08/07/2024 1.01% 1.01 CHF 1.02 CHF 550,000 550,000 246,321 246,321 247,230 CHF 249,698 CHF 100.00% 100.00%
05/07/2024 1.03% 1.00 CHF 1.01 CHF 550,000 550,000 245,161 245,161 242,513 CHF 244,972 CHF 99.63% 99.63%
04/07/2024 1.02% 0.98 CHF 0.99 CHF 220,000 220,000 176,424 176,424 172,895 CHF 174,659 CHF 100.00% 100.00%
03/07/2024 1.02% 0.98 CHF 0.99 CHF 550,000 550,000 246,301 246,301 243,956 CHF 246,423 CHF 100.00% 100.00%
02/07/2024 0.98% 1.02 CHF 1.03 CHF 550,000 550,000 246,745 246,745 254,341 CHF 256,813 CHF 100.00% 100.00%

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