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 1.10% 0.91 CHF 0.93 CHF 60,000 60,000 119,889 119,889 109,033 CHF 110,233 CHF 88.84% 88.84%
12/07/2024 1.13% 0.90 CHF 0.91 CHF 120,000 120,000 128,844 128,844 113,211 CHF 114,500 CHF 91.43% 91.43%
11/07/2024 1.09% 0.89 CHF 0.90 CHF 130,000 130,000 120,860 120,860 109,771 CHF 110,979 CHF 88.18% 88.18%
10/07/2024 1.12% 0.91 CHF 0.92 CHF 120,000 120,000 126,888 126,888 112,129 CHF 113,398 CHF 88.11% 88.11%
09/07/2024 1.09% 0.91 CHF 0.92 CHF 120,000 120,000 119,559 119,559 110,458 CHF 111,658 CHF 87.23% 87.23%
08/07/2024 1.11% 0.92 CHF 0.93 CHF 120,000 120,000 121,995 121,995 109,921 CHF 111,143 CHF 84.85% 84.85%
05/07/2024 1.10% 0.90 CHF 0.91 CHF 120,000 120,000 120,841 120,841 109,558 CHF 110,767 CHF 89.16% 89.16%
04/07/2024 1.12% 0.88 CHF 0.89 CHF 130,000 130,000 122,425 122,425 108,997 CHF 110,222 CHF 90.29% 90.29%
03/07/2024 1.12% 0.89 CHF 0.90 CHF 130,000 130,000 125,439 125,439 111,825 CHF 113,079 CHF 88.67% 88.67%
02/07/2024 1.15% 0.88 CHF 0.89 CHF 130,000 130,000 129,970 129,970 112,122 CHF 113,422 CHF 91.11% 91.11%

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