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 1.09% 0.91 CHF 0.92 CHF 176,000 176,000 176,608 176,608 161,483 CHF 163,249 CHF 100.00% 100.00%
12/07/2024 1.36% 0.72 CHF 0.73 CHF 158,000 158,000 159,298 159,298 116,587 CHF 118,180 CHF 100.00% 100.00%
11/07/2024 1.33% 0.74 CHF 0.75 CHF 160,000 160,000 160,526 160,526 119,916 CHF 121,522 CHF 99.81% 99.81%
10/07/2024 1.29% 0.76 CHF 0.77 CHF 162,000 162,000 162,647 162,647 125,602 CHF 127,229 CHF 100.00% 100.00%
09/07/2024 1.32% 0.77 CHF 0.78 CHF 163,000 163,000 161,129 161,129 121,764 CHF 123,378 CHF 99.77% 99.77%
08/07/2024 1.34% 0.75 CHF 0.76 CHF 161,000 161,000 160,248 160,248 119,137 CHF 120,739 CHF 100.00% 100.00%
05/07/2024 1.38% 0.75 CHF 0.76 CHF 161,000 161,000 157,996 157,996 113,604 CHF 115,184 CHF 99.81% 99.81%
04/07/2024 1.35% 0.73 CHF 0.74 CHF 159,000 159,000 159,585 159,585 117,563 CHF 119,159 CHF 100.00% 100.00%
03/07/2024 1.32% 0.74 CHF 0.75 CHF 160,000 160,000 160,824 160,824 120,920 CHF 122,528 CHF 100.00% 100.00%
02/07/2024 1.28% 0.76 CHF 0.77 CHF 162,000 162,000 162,965 162,965 126,573 CHF 128,203 CHF 100.00% 100.00%

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