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 0.81% 1.05 CHF 1.06 CHF 47,900 47,900 47,900 47,900 59,410 CHF 59,889 CHF 100.00% 100.00%
12/07/2024 0.76% 1.34 CHF 1.35 CHF 47,700 47,700 47,700 47,700 62,492 CHF 62,969 CHF 100.00% 100.00%
11/07/2024 0.77% 1.34 CHF 1.35 CHF 50,400 50,400 50,400 50,400 65,108 CHF 65,612 CHF 100.00% 100.00%
10/07/2024 0.80% 1.24 CHF 1.25 CHF 51,200 51,200 51,200 51,200 63,422 CHF 63,934 CHF 100.00% 100.00%
09/07/2024 0.81% 1.20 CHF 1.21 CHF 52,200 52,200 52,200 52,200 64,479 CHF 65,001 CHF 99.73% 99.73%
08/07/2024 0.78% 1.18 CHF 1.19 CHF 46,600 46,600 46,600 46,600 59,764 CHF 60,230 CHF 99.28% 99.28%
05/07/2024 0.77% 1.28 CHF 1.29 CHF 50,200 50,200 50,200 50,200 65,207 CHF 65,709 CHF 99.98% 99.98%
04/07/2024 0.81% 1.23 CHF 1.24 CHF 54,700 54,700 54,700 54,700 67,695 CHF 68,242 CHF 99.62% 99.62%
03/07/2024 0.94% 1.12 CHF 1.13 CHF 63,500 63,500 63,605 63,605 67,382 CHF 68,018 CHF 100.00% 100.00%
02/07/2024 1.17% 0.90 CHF 0.91 CHF 68,300 68,300 68,300 68,300 57,935 CHF 58,618 CHF 100.00% 100.00%

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