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 1.91% 0.52 CHF 0.53 CHF 162,000 162,000 161,989 161,989 84,138 CHF 85,758 CHF 100.00% 100.00%
12/07/2024 1.97% 0.51 CHF 0.52 CHF 162,000 162,000 161,065 161,065 80,872 CHF 82,483 CHF 100.00% 100.00%
11/07/2024 1.84% 0.53 CHF 0.54 CHF 164,000 164,000 163,199 163,199 87,876 CHF 89,509 CHF 99.99% 99.99%
10/07/2024 1.90% 0.53 CHF 0.54 CHF 162,000 162,000 162,208 162,208 84,696 CHF 86,318 CHF 100.00% 100.00%
09/07/2024 1.94% 0.52 CHF 0.53 CHF 162,000 162,000 162,233 162,233 82,958 CHF 84,580 CHF 100.00% 100.00%
08/07/2024 2.29% 0.45 CHF 0.46 CHF 158,000 158,000 158,033 158,033 68,298 CHF 69,878 CHF 100.00% 100.00%
05/07/2024 2.39% 0.43 CHF 0.44 CHF 158,000 158,000 156,442 156,442 64,751 CHF 66,316 CHF 99.82% 99.82%
04/07/2024 2.37% 0.40 CHF 0.41 CHF 156,000 156,000 157,206 157,206 65,455 CHF 67,027 CHF 99.50% 99.50%
03/07/2024 2.19% 0.45 CHF 0.46 CHF 158,000 158,000 158,450 158,450 71,466 CHF 73,050 CHF 99.37% 99.37%
02/07/2024 2.06% 0.48 CHF 0.49 CHF 160,000 160,000 160,674 160,674 77,184 CHF 78,791 CHF 100.00% 100.00%

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