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 0.37% 77.00 CHF 77.30 CHF 1,200 1,200 1,167 1,167 94,963 CHF 95,313 CHF 99.98% 99.98%
12/07/2024 0.41% 80.20 CHF 80.50 CHF 1,300 1,300 1,300 1,300 94,805 CHF 95,195 CHF 99.99% 99.99%
11/07/2024 0.45% 68.90 CHF 69.20 CHF 1,400 1,400 1,400 1,400 93,762 CHF 94,182 CHF 99.74% 99.74%
10/07/2024 0.50% 63.70 CHF 64.00 CHF 1,500 1,500 1,500 1,500 89,841 CHF 90,288 CHF 99.14% 99.14%
09/07/2024 0.48% 59.40 CHF 59.70 CHF 1,500 1,500 1,500 1,500 93,571 CHF 94,020 CHF 99.74% 99.74%
08/07/2024 0.49% 62.40 CHF 62.70 CHF 1,500 1,500 1,500 1,500 91,852 CHF 92,302 CHF 99.98% 99.98%
05/07/2024 0.46% 59.30 CHF 59.60 CHF 1,400 1,400 1,400 1,400 92,116 CHF 92,536 CHF 99.80% 99.80%
04/07/2024 0.45% 66.60 CHF 66.90 CHF 1,400 1,400 1,400 1,400 92,258 CHF 92,678 CHF 100.00% 100.00%
03/07/2024 0.47% 64.40 CHF 64.70 CHF 1,500 1,500 1,500 1,500 95,101 CHF 95,551 CHF 100.00% 100.00%
02/07/2024 0.47% 58.80 CHF 59.10 CHF 1,400 1,400 1,400 1,400 80,078 CHF 80,458 CHF 99.98% 99.98%

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