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 1.72% 0.57 CHF 0.58 CHF 205,000 205,000 204,050 204,050 117,769 CHF 119,809 CHF 100.00% 100.00%
12/07/2024 1.69% 0.58 CHF 0.59 CHF 205,000 205,000 204,155 204,155 119,828 CHF 121,869 CHF 100.00% 100.00%
11/07/2024 1.67% 0.59 CHF 0.60 CHF 205,000 205,000 205,085 205,085 122,085 CHF 124,137 CHF 100.00% 100.00%
10/07/2024 1.71% 0.58 CHF 0.59 CHF 205,000 205,000 204,156 204,156 118,181 CHF 120,223 CHF 100.00% 100.00%
09/07/2024 1.55% 0.63 CHF 0.64 CHF 215,000 215,000 214,114 214,114 137,325 CHF 139,466 CHF 100.00% 100.00%
08/07/2024 1.56% 0.64 CHF 0.65 CHF 215,000 215,000 213,717 213,717 136,162 CHF 138,299 CHF 99.23% 99.23%
05/07/2024 1.52% 0.65 CHF 0.66 CHF 215,000 215,000 214,453 214,453 140,261 CHF 142,405 CHF 98.43% 98.43%
04/07/2024 1.43% 0.69 CHF 0.70 CHF 220,000 220,000 222,518 222,518 155,046 CHF 157,271 CHF 94.20% 94.20%
03/07/2024 1.43% 0.70 CHF 0.71 CHF 225,000 225,000 220,894 220,894 152,858 CHF 155,067 CHF 91.85% 91.85%
02/07/2024 1.36% 0.72 CHF 0.73 CHF 225,000 225,000 229,163 229,163 167,814 CHF 170,106 CHF 99.43% 99.43%

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