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 0.96% 1.04 CHF 1.05 CHF 115,000 115,000 114,525 114,525 119,003 CHF 120,148 CHF 99.92% 99.92%
12/07/2024 0.96% 1.06 CHF 1.07 CHF 115,000 115,000 114,526 114,526 118,553 CHF 119,699 CHF 99.98% 99.98%
11/07/2024 1.01% 1.00 CHF 1.01 CHF 115,000 115,000 114,459 114,459 113,191 CHF 114,336 CHF 99.93% 99.93%
10/07/2024 1.05% 0.97 CHF 0.98 CHF 115,000 115,000 119,472 119,472 113,473 CHF 114,668 CHF 100.00% 100.00%
09/07/2024 1.06% 0.92 CHF 0.93 CHF 120,000 120,000 119,505 119,505 112,656 CHF 113,851 CHF 99.98% 99.98%
08/07/2024 1.03% 0.98 CHF 0.99 CHF 120,000 120,000 119,328 119,328 115,799 CHF 116,992 CHF 99.66% 99.66%
05/07/2024 1.04% 0.93 CHF 0.94 CHF 120,000 120,000 119,401 119,401 114,724 CHF 115,918 CHF 99.97% 99.97%
04/07/2024 1.04% 0.96 CHF 0.97 CHF 120,000 120,000 119,505 119,505 114,262 CHF 115,457 CHF 100.00% 100.00%
03/07/2024 1.09% 0.93 CHF 0.94 CHF 120,000 120,000 119,505 119,505 108,810 CHF 110,005 CHF 99.99% 99.99%
02/07/2024 1.12% 0.90 CHF 0.91 CHF 120,000 120,000 119,504 119,504 105,758 CHF 106,953 CHF 99.80% 99.80%

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