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 1.17% 0.88 CHF 0.89 CHF 220,000 220,000 98,408 98,408 85,800 CHF 86,786 CHF 100.00% 100.00%
12/07/2024 1.05% 0.94 CHF 0.95 CHF 220,000 220,000 91,478 91,478 87,621 CHF 88,538 CHF 99.90% 99.90%
11/07/2024 1.21% 0.87 CHF 0.88 CHF 220,000 220,000 98,424 98,424 83,605 CHF 84,592 CHF 100.00% 100.00%
10/07/2024 1.34% 0.80 CHF 0.81 CHF 220,000 220,000 98,457 98,457 75,423 CHF 76,410 CHF 100.00% 100.00%
09/07/2024 1.46% 0.75 CHF 0.76 CHF 220,000 220,000 98,412 98,412 68,938 CHF 69,924 CHF 100.00% 100.00%
08/07/2024 1.52% 0.65 CHF 0.66 CHF 220,000 220,000 98,424 98,424 65,078 CHF 66,064 CHF 100.00% 100.00%
05/07/2024 1.42% 0.69 CHF 0.70 CHF 220,000 220,000 97,957 97,957 69,301 CHF 70,283 CHF 99.63% 99.63%
04/07/2024 1.34% 0.73 CHF 0.74 CHF 88,000 88,000 70,463 70,463 52,428 CHF 53,132 CHF 100.00% 100.00%
03/07/2024 1.43% 0.75 CHF 0.76 CHF 220,000 220,000 98,414 98,414 70,792 CHF 71,778 CHF 100.00% 100.00%
02/07/2024 1.64% 0.65 CHF 0.66 CHF 220,000 220,000 98,585 98,585 61,351 CHF 62,338 CHF 99.99% 99.99%

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