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 3.15% 0.90 CHF 0.91 CHF 89,800 89,800 35,531 35,531 31,314 CHF 32,018 CHF 99.97% 99.97%
12/07/2024 3.50% 0.94 CHF 0.95 CHF 92,100 92,100 37,429 37,429 32,090 CHF 32,838 CHF 100.00% 100.00%
11/07/2024 3.12% 0.90 CHF 0.91 CHF 83,300 83,300 32,587 32,587 29,706 CHF 30,352 CHF 99.99% 99.99%
10/07/2024 3.28% 0.89 CHF 0.90 CHF 93,100 93,100 36,796 36,796 32,151 CHF 32,886 CHF 99.88% 99.88%
09/07/2024 3.14% 0.82 CHF 0.83 CHF 88,700 88,700 35,147 35,147 30,567 CHF 31,260 CHF 99.41% 99.41%
08/07/2024 3.47% 0.83 CHF 0.84 CHF 96,700 96,700 38,406 38,406 31,833 CHF 32,597 CHF 100.00% 100.00%
05/07/2024 3.53% 0.76 CHF 0.77 CHF 95,900 95,900 37,939 37,939 29,735 CHF 30,491 CHF 99.71% 99.71%
04/07/2024 3.83% 0.78 CHF 0.80 CHF 28,800 28,800 23,671 23,671 18,550 CHF 19,229 CHF 99.50% 99.50%
03/07/2024 3.53% 0.77 CHF 0.78 CHF 97,600 97,600 38,841 38,841 30,054 CHF 30,825 CHF 99.64% 99.64%
02/07/2024 3.13% 0.74 CHF 0.75 CHF 110,600 110,600 44,639 44,639 30,941 CHF 31,633 CHF 99.99% 99.99%

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