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 1.39% 0.70 CHF 0.71 CHF 953,100 953,100 938,434 938,434 669,989 CHF 679,373 CHF 100.00% 100.00%
12/07/2024 1.35% 0.71 CHF 0.72 CHF 929,000 929,000 903,487 903,487 662,465 CHF 671,500 CHF 99.85% 99.85%
11/07/2024 1.31% 0.74 CHF 0.75 CHF 886,600 886,600 869,527 869,527 659,232 CHF 667,927 CHF 71.51% 71.51%
10/07/2024 1.23% 0.81 CHF 0.82 CHF 847,900 847,900 839,198 839,198 678,804 CHF 687,196 CHF 99.38% 99.38%
09/07/2024 1.23% 0.83 CHF 0.84 CHF 833,400 833,400 844,521 844,521 684,417 CHF 692,872 CHF 100.00% 100.00%
08/07/2024 1.26% 0.80 CHF 0.81 CHF 853,600 853,600 846,052 846,052 667,141 CHF 675,602 CHF 100.00% 100.00%
05/07/2024 1.24% 0.81 CHF 0.82 CHF 841,300 841,300 825,878 825,878 663,375 CHF 671,634 CHF 100.00% 100.00%
04/07/2024 1.19% 0.82 CHF 0.83 CHF 815,700 815,700 786,963 786,963 656,639 CHF 664,508 CHF 100.00% 100.00%
03/07/2024 1.14% 0.83 CHF 0.84 CHF 767,800 767,800 744,838 744,838 649,189 CHF 656,638 CHF 100.00% 100.00%
02/07/2024 1.07% 0.91 CHF 0.92 CHF 729,500 729,500 745,951 745,951 696,340 CHF 703,799 CHF 99.95% 99.95%

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