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 1.50% 0.64 CHF 0.65 CHF 114,000 114,000 113,481 113,481 75,061 CHF 76,196 CHF 100.00% 100.00%
12/07/2024 1.38% 0.75 CHF 0.76 CHF 112,000 112,000 111,526 111,526 80,334 CHF 81,449 CHF 100.00% 100.00%
11/07/2024 1.50% 0.70 CHF 0.71 CHF 112,000 112,000 113,318 113,318 75,234 CHF 76,368 CHF 100.00% 100.00%
10/07/2024 1.76% 0.64 CHF 0.65 CHF 114,000 114,000 115,903 115,903 65,578 CHF 66,737 CHF 100.00% 100.00%
09/07/2024 1.85% 0.52 CHF 0.53 CHF 118,000 118,000 116,883 116,883 62,651 CHF 63,820 CHF 100.00% 100.00%
08/07/2024 1.86% 0.51 CHF 0.52 CHF 118,000 118,000 117,466 117,466 62,611 CHF 63,786 CHF 99.99% 99.99%
05/07/2024 1.73% 0.53 CHF 0.54 CHF 118,000 118,000 115,872 115,872 66,531 CHF 67,689 CHF 99.82% 99.82%
04/07/2024 1.77% 0.57 CHF 0.58 CHF 116,000 116,000 115,890 115,890 65,020 CHF 66,178 CHF 99.50% 99.50%
03/07/2024 1.67% 0.59 CHF 0.60 CHF 116,000 116,000 115,519 115,519 68,672 CHF 69,828 CHF 99.36% 99.36%
02/07/2024 1.86% 0.54 CHF 0.55 CHF 118,000 118,000 117,471 117,471 62,450 CHF 63,624 CHF 100.00% 100.00%

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