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 0.78% 1.24 CHF 1.25 CHF 27,930 27,930 27,351 27,351 35,296 CHF 35,570 CHF 100.00% 100.00%
12/07/2024 0.78% 1.28 CHF 1.29 CHF 27,690 27,690 27,325 27,325 35,357 CHF 35,630 CHF 100.00% 100.00%
11/07/2024 0.79% 1.24 CHF 1.25 CHF 27,790 27,790 27,443 27,443 34,792 CHF 35,067 CHF 99.99% 99.99%
10/07/2024 0.88% 1.19 CHF 1.20 CHF 28,140 28,140 28,079 28,079 32,174 CHF 32,455 CHF 100.00% 100.00%
09/07/2024 0.87% 1.14 CHF 1.15 CHF 28,320 28,320 28,008 28,008 32,436 CHF 32,717 CHF 99.11% 99.11%
08/07/2024 0.88% 1.14 CHF 1.15 CHF 28,360 28,360 28,098 28,098 31,971 CHF 32,252 CHF 100.00% 100.00%
05/07/2024 0.88% 1.11 CHF 1.12 CHF 28,580 28,580 28,155 28,155 32,068 CHF 32,349 CHF 100.00% 100.00%
04/07/2024 0.89% 1.15 CHF 1.16 CHF 28,380 28,380 28,200 28,200 31,940 CHF 32,222 CHF 100.00% 100.00%
03/07/2024 0.92% 1.09 CHF 1.10 CHF 28,750 28,750 28,398 28,398 31,132 CHF 31,417 CHF 100.00% 100.00%
02/07/2024 0.93% 1.10 CHF 1.11 CHF 28,590 28,590 28,428 28,428 30,702 CHF 30,987 CHF 99.85% 99.85%

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