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 1.70% 1.79 CHF 1.82 CHF 73,800 73,800 73,279 73,279 128,147 CHF 130,345 CHF 100.00% 100.00%
12/07/2024 1.44% 1.77 CHF 1.79 CHF 74,900 74,900 75,082 75,082 130,840 CHF 132,727 CHF 100.00% 100.00%
11/07/2024 1.67% 1.71 CHF 1.74 CHF 67,300 67,300 67,813 67,813 120,967 CHF 123,001 CHF 99.99% 99.99%
10/07/2024 1.54% 1.88 CHF 1.91 CHF 65,100 65,100 65,498 65,498 126,604 CHF 128,569 CHF 100.00% 100.00%
09/07/2024 1.61% 1.95 CHF 1.98 CHF 64,400 64,400 63,488 63,488 117,537 CHF 119,444 CHF 99.73% 99.73%
08/07/2024 1.51% 2.00 CHF 2.03 CHF 64,200 64,200 64,239 64,239 127,033 CHF 128,960 CHF 99.27% 99.27%
05/07/2024 1.50% 1.98 CHF 2.01 CHF 62,000 62,000 62,140 62,140 123,052 CHF 124,916 CHF 100.00% 100.00%
04/07/2024 1.47% 2.00 CHF 2.03 CHF 61,500 61,500 61,349 61,349 124,185 CHF 126,025 CHF 99.61% 99.61%
03/07/2024 1.45% 2.07 CHF 2.10 CHF 55,100 55,100 55,164 55,164 113,495 CHF 115,150 CHF 100.00% 100.00%
02/07/2024 1.25% 2.31 CHF 2.34 CHF 57,800 57,800 58,219 58,219 138,772 CHF 140,518 CHF 100.00% 100.00%

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