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 1.31% 0.80 CHF 0.81 CHF 270,000 270,000 156,816 156,816 122,767 CHF 124,342 CHF 99.74% 99.74%
12/07/2024 1.29% 0.79 CHF 0.80 CHF 280,000 280,000 155,802 155,802 123,137 CHF 124,701 CHF 99.87% 99.87%
11/07/2024 1.17% 0.79 CHF 0.80 CHF 280,000 280,000 147,741 147,741 127,144 CHF 128,626 CHF 99.63% 99.63%
10/07/2024 1.21% 0.84 CHF 0.85 CHF 270,000 270,000 149,647 149,647 127,250 CHF 128,752 CHF 100.00% 100.00%
09/07/2024 1.15% 0.86 CHF 0.87 CHF 260,000 260,000 144,851 144,851 128,713 CHF 130,170 CHF 100.00% 100.00%
08/07/2024 1.14% 0.88 CHF 0.89 CHF 260,000 260,000 144,937 144,937 130,135 CHF 131,592 CHF 99.99% 99.99%
05/07/2024 1.20% 0.89 CHF 0.90 CHF 270,000 270,000 149,261 149,261 128,617 CHF 130,115 CHF 99.09% 99.09%
04/07/2024 1.17% 0.84 CHF 0.85 CHF 140,000 140,000 124,049 124,049 105,532 CHF 106,773 CHF 100.00% 100.00%
03/07/2024 1.23% 0.84 CHF 0.85 CHF 270,000 270,000 150,945 150,945 126,190 CHF 127,705 CHF 96.78% 96.78%
02/07/2024 1.27% 0.82 CHF 0.83 CHF 270,000 270,000 149,639 149,639 121,588 CHF 123,090 CHF 100.00% 100.00%

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