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 1.87% 0.83 CHF 0.84 CHF 152,000 152,000 68,070 68,070 55,893 CHF 56,777 CHF 100.00% 100.00%
12/07/2024 1.97% 0.80 CHF 0.81 CHF 153,000 153,000 69,074 69,074 54,422 CHF 55,322 CHF 100.00% 100.00%
11/07/2024 2.03% 0.74 CHF 0.75 CHF 155,000 155,000 69,491 69,491 52,061 CHF 52,964 CHF 99.98% 99.98%
10/07/2024 1.91% 0.74 CHF 0.75 CHF 154,000 154,000 68,036 68,036 53,548 CHF 54,439 CHF 99.68% 99.68%
09/07/2024 1.77% 0.85 CHF 0.86 CHF 150,000 150,000 67,495 67,495 58,236 CHF 59,114 CHF 100.00% 100.00%
08/07/2024 1.72% 0.87 CHF 0.88 CHF 150,000 150,000 67,210 67,210 59,848 CHF 60,723 CHF 99.88% 99.88%
05/07/2024 1.73% 0.89 CHF 0.90 CHF 149,000 149,000 67,231 67,231 59,276 CHF 60,151 CHF 100.00% 100.00%
04/07/2024 1.72% 0.88 CHF 0.89 CHF 60,000 60,000 48,298 48,298 42,508 CHF 43,193 CHF 100.00% 100.00%
03/07/2024 1.78% 0.89 CHF 0.90 CHF 149,000 149,000 67,186 67,186 58,662 CHF 59,537 CHF 100.00% 100.00%
02/07/2024 1.95% 0.82 CHF 0.83 CHF 151,000 151,000 67,882 67,882 54,012 CHF 54,894 CHF 100.00% 100.00%

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