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 1.36% 0.73 CHF 0.74 CHF 71,700 71,700 70,440 70,440 52,142 CHF 52,847 CHF 100.00% 100.00%
12/07/2024 1.34% 0.76 CHF 0.77 CHF 70,600 70,600 70,009 70,009 52,572 CHF 53,273 CHF 100.00% 100.00%
11/07/2024 1.36% 0.75 CHF 0.76 CHF 70,700 70,700 70,347 70,347 51,993 CHF 52,697 CHF 100.00% 100.00%
10/07/2024 1.35% 0.75 CHF 0.76 CHF 70,600 70,600 70,001 70,001 52,212 CHF 52,913 CHF 100.00% 100.00%
09/07/2024 1.36% 0.75 CHF 0.76 CHF 70,700 70,700 70,080 70,080 51,970 CHF 52,671 CHF 86.52% 100.00%
08/07/2024 1.40% 0.74 CHF 0.75 CHF 70,900 70,900 70,959 70,959 50,968 CHF 51,679 CHF 100.00% 100.00%
05/07/2024 1.45% 0.71 CHF 0.72 CHF 72,000 72,000 72,001 72,001 49,758 CHF 50,479 CHF 99.68% 99.68%
04/07/2024 1.52% 0.69 CHF 0.70 CHF 72,900 72,900 73,179 73,179 48,336 CHF 49,069 CHF 99.84% 99.84%
03/07/2024 1.92% 0.52 CHF 0.53 CHF 79,500 79,500 78,611 78,611 41,043 CHF 41,829 CHF 99.85% 99.85%
02/07/2024 2.01% 0.52 CHF 0.53 CHF 79,400 79,400 79,519 79,519 39,585 CHF 40,381 CHF 100.00% 100.00%

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