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 1.05% 0.93 CHF 0.94 CHF 114,000 114,000 113,481 113,481 107,700 CHF 108,834 CHF 100.00% 100.00%
12/07/2024 0.99% 1.04 CHF 1.05 CHF 112,000 112,000 111,526 111,526 112,376 CHF 113,491 CHF 100.00% 100.00%
11/07/2024 1.05% 0.99 CHF 1.00 CHF 112,000 112,000 113,323 113,323 107,664 CHF 108,797 CHF 99.99% 99.99%
10/07/2024 1.17% 0.92 CHF 0.93 CHF 114,000 114,000 115,903 115,903 98,740 CHF 99,899 CHF 100.00% 100.00%
09/07/2024 1.21% 0.81 CHF 0.82 CHF 118,000 118,000 116,883 116,883 96,051 CHF 97,220 CHF 100.00% 100.00%
08/07/2024 1.21% 0.80 CHF 0.81 CHF 118,000 118,000 117,466 117,466 96,149 CHF 97,324 CHF 100.00% 100.00%
05/07/2024 1.16% 0.82 CHF 0.83 CHF 118,000 118,000 115,871 115,871 99,597 CHF 100,756 CHF 99.80% 99.80%
04/07/2024 1.17% 0.85 CHF 0.86 CHF 116,000 116,000 115,890 115,890 98,164 CHF 99,323 CHF 99.50% 99.50%
03/07/2024 1.13% 0.88 CHF 0.89 CHF 116,000 116,000 115,519 115,519 101,598 CHF 102,753 CHF 99.36% 99.36%
02/07/2024 1.22% 0.83 CHF 0.84 CHF 118,000 118,000 117,470 117,470 95,920 CHF 97,095 CHF 100.00% 100.00%

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