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 1.11% 0.92 CHF 0.93 CHF 220,000 220,000 98,407 98,407 90,005 CHF 90,991 CHF 100.00% 100.00%
12/07/2024 1.01% 0.98 CHF 0.99 CHF 220,000 220,000 91,488 91,488 91,550 CHF 92,466 CHF 99.90% 99.90%
11/07/2024 1.15% 0.91 CHF 0.92 CHF 220,000 220,000 98,427 98,427 87,990 CHF 88,977 CHF 99.99% 99.99%
10/07/2024 1.27% 0.84 CHF 0.85 CHF 220,000 220,000 98,458 98,458 79,710 CHF 80,696 CHF 100.00% 100.00%
09/07/2024 1.37% 0.80 CHF 0.81 CHF 220,000 220,000 98,415 98,415 73,313 CHF 74,299 CHF 100.00% 100.00%
08/07/2024 1.43% 0.69 CHF 0.70 CHF 220,000 220,000 98,422 98,422 69,251 CHF 70,237 CHF 100.00% 100.00%
05/07/2024 1.34% 0.73 CHF 0.74 CHF 220,000 220,000 98,290 98,290 73,706 CHF 74,691 CHF 99.90% 99.90%
04/07/2024 1.26% 0.78 CHF 0.79 CHF 88,000 88,000 70,463 70,463 55,506 CHF 56,211 CHF 100.00% 100.00%
03/07/2024 1.35% 0.79 CHF 0.80 CHF 220,000 220,000 98,415 98,415 75,004 CHF 75,990 CHF 100.00% 100.00%
02/07/2024 1.53% 0.70 CHF 0.71 CHF 220,000 220,000 98,595 98,595 65,638 CHF 66,626 CHF 100.00% 100.00%

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