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 1.25% 0.81 CHF 0.82 CHF 550,000 550,000 246,282 246,282 200,584 CHF 203,053 CHF 100.00% 100.00%
12/07/2024 1.30% 0.79 CHF 0.80 CHF 550,000 550,000 228,734 228,734 178,916 CHF 181,207 CHF 99.90% 99.90%
11/07/2024 1.22% 0.81 CHF 0.82 CHF 550,000 550,000 246,315 246,315 203,236 CHF 205,705 CHF 99.99% 99.99%
10/07/2024 1.17% 0.85 CHF 0.86 CHF 550,000 550,000 246,408 246,408 212,434 CHF 214,903 CHF 100.00% 100.00%
09/07/2024 1.14% 0.87 CHF 0.88 CHF 550,000 550,000 246,297 246,297 218,286 CHF 220,754 CHF 100.00% 100.00%
08/07/2024 1.13% 0.91 CHF 0.92 CHF 550,000 550,000 246,318 246,318 221,780 CHF 224,248 CHF 100.00% 100.00%
05/07/2024 1.15% 0.89 CHF 0.90 CHF 550,000 550,000 245,990 245,990 217,895 CHF 220,361 CHF 99.90% 99.90%
04/07/2024 1.14% 0.88 CHF 0.89 CHF 220,000 220,000 176,422 176,422 153,953 CHF 155,717 CHF 100.00% 100.00%
03/07/2024 1.14% 0.87 CHF 0.88 CHF 550,000 550,000 246,297 246,297 217,854 CHF 220,321 CHF 100.00% 100.00%
02/07/2024 1.09% 0.91 CHF 0.92 CHF 550,000 550,000 246,740 246,740 228,679 CHF 231,151 CHF 100.00% 100.00%

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