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 1.58% 0.99 CHF 1.00 CHF 190,000 190,000 93,562 93,562 90,689 CHF 91,979 CHF 99.09% 99.09%
12/07/2024 1.76% 0.96 CHF 0.97 CHF 190,000 190,000 96,423 96,423 86,602 CHF 87,941 CHF 100.00% 100.00%
11/07/2024 1.60% 0.91 CHF 0.92 CHF 200,000 200,000 94,042 94,042 89,928 CHF 91,229 CHF 100.00% 100.00%
10/07/2024 1.59% 0.97 CHF 0.98 CHF 190,000 190,000 93,152 93,152 89,897 CHF 91,186 CHF 100.00% 100.00%
09/07/2024 1.53% 0.91 CHF 0.92 CHF 200,000 200,000 95,322 95,322 92,570 CHF 93,878 CHF 98.82% 98.82%
08/07/2024 1.91% 0.87 CHF 0.88 CHF 200,000 200,000 97,422 97,422 81,729 CHF 83,084 CHF 100.00% 100.00%
05/07/2024 2.27% 0.74 CHF 0.75 CHF 210,000 210,000 103,007 103,007 70,217 CHF 71,640 CHF 98.95% 98.95%
04/07/2024 2.25% 0.67 CHF 0.68 CHF 74,000 74,000 74,000 74,000 49,700 CHF 50,835 CHF 99.44% 99.44%
03/07/2024 2.33% 0.66 CHF 0.67 CHF 210,000 210,000 103,146 103,146 67,804 CHF 69,232 CHF 99.64% 99.64%
02/07/2024 2.44% 0.63 CHF 0.64 CHF 220,000 220,000 106,686 106,686 67,400 CHF 68,878 CHF 100.00% 100.00%

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