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% 0.79 CHF 0.80 CHF 91,000 91,000 41,140 41,140 31,962 CHF 32,374 CHF 100.00% 100.00%
12/07/2024 1.44% 0.74 CHF 0.75 CHF 93,000 93,000 42,270 42,270 30,073 CHF 30,497 CHF 100.00% 100.00%
11/07/2024 1.47% 0.70 CHF 0.71 CHF 94,000 94,000 42,455 42,455 29,264 CHF 29,689 CHF 99.99% 99.99%
10/07/2024 1.53% 0.66 CHF 0.67 CHF 95,000 95,000 42,689 42,689 28,019 CHF 28,446 CHF 99.90% 99.90%
09/07/2024 1.48% 0.65 CHF 0.66 CHF 95,000 95,000 42,624 42,624 28,842 CHF 29,269 CHF 100.00% 100.00%
08/07/2024 1.53% 0.67 CHF 0.68 CHF 95,000 95,000 42,502 42,502 28,380 CHF 28,806 CHF 100.00% 100.00%
05/07/2024 1.57% 0.64 CHF 0.65 CHF 96,000 96,000 42,813 42,813 27,478 CHF 27,907 CHF 99.90% 99.90%
04/07/2024 1.53% 0.65 CHF 0.66 CHF 38,000 38,000 30,560 30,560 19,873 CHF 20,178 CHF 100.00% 100.00%
03/07/2024 1.48% 0.67 CHF 0.68 CHF 95,000 95,000 42,597 42,597 29,005 CHF 29,432 CHF 100.00% 100.00%
02/07/2024 1.57% 0.67 CHF 0.68 CHF 94,000 94,000 42,524 42,524 27,577 CHF 28,003 CHF 100.00% 100.00%

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