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 1.41% 0.72 CHF 0.73 CHF 550,000 550,000 246,286 246,286 177,408 CHF 179,877 CHF 100.00% 100.00%
12/07/2024 1.47% 0.69 CHF 0.70 CHF 550,000 550,000 228,732 228,732 157,390 CHF 159,682 CHF 99.90% 99.90%
11/07/2024 1.38% 0.72 CHF 0.73 CHF 550,000 550,000 246,319 246,319 179,683 CHF 182,152 CHF 99.99% 99.99%
10/07/2024 1.32% 0.76 CHF 0.77 CHF 550,000 550,000 246,405 246,405 188,863 CHF 191,332 CHF 100.00% 100.00%
09/07/2024 1.28% 0.77 CHF 0.78 CHF 550,000 550,000 246,305 246,305 195,113 CHF 197,580 CHF 100.00% 100.00%
08/07/2024 1.26% 0.81 CHF 0.82 CHF 550,000 550,000 246,316 246,316 198,197 CHF 200,665 CHF 100.00% 100.00%
05/07/2024 1.29% 0.80 CHF 0.81 CHF 550,000 550,000 245,984 245,984 194,360 CHF 196,827 CHF 99.90% 99.90%
04/07/2024 1.27% 0.78 CHF 0.79 CHF 220,000 220,000 176,422 176,422 137,609 CHF 139,373 CHF 100.00% 100.00%
03/07/2024 1.27% 0.78 CHF 0.79 CHF 550,000 550,000 246,298 246,298 194,758 CHF 197,226 CHF 100.00% 100.00%
02/07/2024 1.22% 0.82 CHF 0.83 CHF 550,000 550,000 246,741 246,741 204,925 CHF 207,397 CHF 100.00% 100.00%

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