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 0.91% 1.12 CHF 1.13 CHF 220,000 220,000 98,408 98,408 109,788 CHF 110,774 CHF 100.00% 100.00%
12/07/2024 0.84% 1.19 CHF 1.20 CHF 220,000 220,000 91,497 91,497 109,988 CHF 110,904 CHF 99.90% 99.90%
11/07/2024 0.94% 1.11 CHF 1.12 CHF 220,000 220,000 98,427 98,427 107,730 CHF 108,717 CHF 99.99% 99.99%
10/07/2024 1.02% 1.04 CHF 1.05 CHF 220,000 220,000 98,458 98,458 99,655 CHF 100,641 CHF 100.00% 100.00%
09/07/2024 1.08% 1.00 CHF 1.01 CHF 220,000 220,000 98,412 98,412 93,132 CHF 94,118 CHF 100.00% 100.00%
08/07/2024 1.11% 0.89 CHF 0.90 CHF 220,000 220,000 98,423 98,423 89,133 CHF 90,119 CHF 100.00% 100.00%
05/07/2024 1.06% 0.94 CHF 0.95 CHF 220,000 220,000 98,290 98,290 93,586 CHF 94,572 CHF 99.90% 99.90%
04/07/2024 1.01% 0.98 CHF 0.99 CHF 88,000 88,000 70,463 70,463 69,693 CHF 70,398 CHF 100.00% 100.00%
03/07/2024 1.06% 1.00 CHF 1.01 CHF 220,000 220,000 98,414 98,414 95,015 CHF 96,001 CHF 100.00% 100.00%
02/07/2024 1.17% 0.90 CHF 0.91 CHF 220,000 220,000 98,596 98,596 85,590 CHF 86,578 CHF 100.00% 100.00%

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