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 1.04% 0.98 CHF 0.99 CHF 220,000 220,000 98,407 98,407 95,961 CHF 96,947 CHF 100.00% 100.00%
12/07/2024 0.95% 1.05 CHF 1.06 CHF 220,000 220,000 91,493 91,493 97,080 CHF 97,997 CHF 99.90% 99.90%
11/07/2024 1.08% 0.97 CHF 0.98 CHF 220,000 220,000 98,429 98,429 93,929 CHF 94,915 CHF 99.99% 99.99%
10/07/2024 1.18% 0.90 CHF 0.91 CHF 220,000 220,000 98,457 98,457 85,747 CHF 86,733 CHF 100.00% 100.00%
09/07/2024 1.27% 0.86 CHF 0.87 CHF 220,000 220,000 98,416 98,416 79,268 CHF 80,254 CHF 100.00% 100.00%
08/07/2024 1.31% 0.75 CHF 0.76 CHF 220,000 220,000 98,421 98,421 75,335 CHF 76,321 CHF 100.00% 100.00%
05/07/2024 1.24% 0.80 CHF 0.81 CHF 220,000 220,000 97,909 97,909 79,428 CHF 80,410 CHF 99.59% 99.59%
04/07/2024 1.17% 0.84 CHF 0.85 CHF 88,000 88,000 70,463 70,463 59,751 CHF 60,455 CHF 100.00% 100.00%
03/07/2024 1.25% 0.85 CHF 0.86 CHF 220,000 220,000 98,415 98,415 81,145 CHF 82,131 CHF 100.00% 100.00%
02/07/2024 1.40% 0.76 CHF 0.77 CHF 220,000 220,000 98,596 98,596 71,673 CHF 72,660 CHF 100.00% 100.00%

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