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 1.90% 0.81 CHF 0.82 CHF 152,000 152,000 68,069 68,069 54,983 CHF 55,867 CHF 100.00% 100.00%
12/07/2024 2.01% 0.79 CHF 0.80 CHF 153,000 153,000 69,076 69,076 53,355 CHF 54,255 CHF 100.00% 100.00%
11/07/2024 2.06% 0.73 CHF 0.74 CHF 155,000 155,000 69,684 69,684 51,219 CHF 52,124 CHF 99.41% 99.41%
10/07/2024 1.95% 0.73 CHF 0.74 CHF 154,000 154,000 67,947 67,947 52,473 CHF 53,363 CHF 100.00% 100.00%
09/07/2024 1.80% 0.83 CHF 0.84 CHF 150,000 150,000 67,496 67,496 57,218 CHF 58,096 CHF 100.00% 100.00%
08/07/2024 1.74% 0.86 CHF 0.87 CHF 150,000 150,000 67,295 67,295 58,956 CHF 59,832 CHF 100.00% 100.00%
05/07/2024 1.76% 0.87 CHF 0.88 CHF 149,000 149,000 67,231 67,231 58,203 CHF 59,079 CHF 100.00% 100.00%
04/07/2024 1.76% 0.87 CHF 0.88 CHF 60,000 60,000 48,298 48,298 41,669 CHF 42,354 CHF 100.00% 100.00%
03/07/2024 1.80% 0.87 CHF 0.88 CHF 149,000 149,000 67,186 67,186 57,691 CHF 58,566 CHF 100.00% 100.00%
02/07/2024 1.98% 0.80 CHF 0.81 CHF 151,000 151,000 67,882 67,882 52,984 CHF 53,866 CHF 100.00% 100.00%

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