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 1.12% 0.91 CHF 0.92 CHF 60,000 60,000 33,073 33,073 30,191 CHF 30,523 CHF 100.00% 100.00%
12/07/2024 1.02% 0.94 CHF 0.95 CHF 60,000 60,000 33,290 33,290 33,003 CHF 33,337 CHF 99.94% 99.94%
11/07/2024 1.02% 0.99 CHF 1.00 CHF 60,000 60,000 32,816 32,816 33,137 CHF 33,468 CHF 99.43% 99.43%
10/07/2024 0.95% 1.04 CHF 1.05 CHF 65,000 65,000 35,426 35,426 37,691 CHF 38,046 CHF 99.84% 99.84%
09/07/2024 0.91% 1.12 CHF 1.13 CHF 65,000 65,000 35,983 35,983 40,148 CHF 40,508 CHF 99.66% 99.66%
08/07/2024 0.91% 1.14 CHF 1.15 CHF 65,000 65,000 35,885 35,885 40,281 CHF 40,641 CHF 100.00% 100.00%
05/07/2024 0.93% 1.06 CHF 1.07 CHF 65,000 65,000 35,852 35,852 38,961 CHF 39,321 CHF 99.53% 99.53%
04/07/2024 0.88% 1.11 CHF 1.12 CHF 33,000 33,000 29,240 29,240 32,915 CHF 33,207 CHF 98.94% 98.94%
03/07/2024 0.84% 1.13 CHF 1.14 CHF 65,000 65,000 35,269 35,269 42,182 CHF 42,535 CHF 98.22% 98.22%
02/07/2024 0.80% 1.28 CHF 1.29 CHF 65,000 65,000 35,756 35,756 45,301 CHF 45,659 CHF 100.00% 100.00%

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