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 1.12% 0.91 CHF 0.92 CHF 70,000 70,000 69,536 69,536 62,497 CHF 63,193 CHF 100.00% 100.00%
12/07/2024 1.08% 0.93 CHF 0.94 CHF 70,000 70,000 70,000 70,000 64,197 CHF 64,897 CHF 99.76% 99.76%
11/07/2024 1.14% 0.88 CHF 0.89 CHF 70,000 70,000 69,978 69,978 61,326 CHF 62,026 CHF 99.99% 99.99%
10/07/2024 1.15% 0.87 CHF 0.88 CHF 70,000 70,000 70,000 70,000 60,349 CHF 61,049 CHF 100.00% 100.00%
09/07/2024 1.21% 0.79 CHF 0.80 CHF 70,000 70,000 69,841 69,841 57,759 CHF 58,459 CHF 100.00% 100.00%
08/07/2024 1.09% 0.88 CHF 0.89 CHF 70,000 70,000 69,878 69,878 63,740 CHF 64,440 CHF 100.00% 100.00%
05/07/2024 1.09% 0.87 CHF 0.88 CHF 70,000 70,000 70,000 70,000 63,882 CHF 64,582 CHF 100.00% 100.00%
04/07/2024 1.06% 0.93 CHF 0.94 CHF 70,000 70,000 70,000 70,000 65,561 CHF 66,261 CHF 100.00% 100.00%
03/07/2024 1.20% 0.85 CHF 0.86 CHF 80,000 80,000 80,000 80,000 66,255 CHF 67,055 CHF 100.00% 100.00%
02/07/2024 1.41% 0.75 CHF 0.76 CHF 80,000 80,000 80,000 80,000 56,516 CHF 57,316 CHF 99.99% 99.99%

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