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 1.21% 0.84 CHF 0.85 CHF 270,000 270,000 118,758 118,758 99,658 CHF 100,850 CHF 99.97% 99.97%
12/07/2024 1.25% 0.90 CHF 0.91 CHF 260,000 260,000 117,959 117,959 98,597 CHF 99,782 CHF 100.00% 100.00%
11/07/2024 1.20% 0.83 CHF 0.84 CHF 260,000 260,000 115,811 115,811 99,198 CHF 100,366 CHF 100.00% 100.00%
10/07/2024 1.32% 0.84 CHF 0.85 CHF 280,000 280,000 119,563 119,563 96,679 CHF 97,882 CHF 100.00% 100.00%
09/07/2024 1.33% 0.75 CHF 0.76 CHF 280,000 280,000 121,048 121,048 93,079 CHF 94,297 CHF 99.73% 99.73%
08/07/2024 1.46% 0.71 CHF 0.72 CHF 300,000 300,000 133,005 133,005 94,336 CHF 95,672 CHF 99.74% 99.74%
05/07/2024 1.77% 0.65 CHF 0.66 CHF 340,000 340,000 152,425 152,425 90,214 CHF 91,746 CHF 99.38% 99.38%
04/07/2024 1.80% 0.54 CHF 0.55 CHF 130,000 130,000 108,952 108,952 60,077 CHF 61,166 CHF 97.60% 97.60%
03/07/2024 1.86% 0.55 CHF 0.56 CHF 350,000 350,000 153,341 153,341 83,949 CHF 85,489 CHF 98.74% 98.74%
02/07/2024 2.24% 0.48 CHF 0.49 CHF 390,000 390,000 168,391 168,391 77,801 CHF 79,493 CHF 100.00% 100.00%

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