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 1.75% 0.55 CHF 0.56 CHF 114,000 114,000 112,091 112,091 63,563 CHF 64,684 CHF 100.00% 100.00%
12/07/2024 1.75% 0.58 CHF 0.59 CHF 112,000 112,000 112,326 112,326 63,487 CHF 64,610 CHF 100.00% 100.00%
11/07/2024 1.80% 0.55 CHF 0.56 CHF 114,000 114,000 113,598 113,598 62,801 CHF 63,937 CHF 100.00% 100.00%
10/07/2024 1.79% 0.56 CHF 0.57 CHF 114,000 114,000 113,618 113,618 63,000 CHF 64,136 CHF 100.00% 100.00%
09/07/2024 1.86% 0.53 CHF 0.54 CHF 114,000 114,000 114,667 114,667 60,956 CHF 62,103 CHF 100.00% 100.00%
08/07/2024 1.78% 0.56 CHF 0.57 CHF 112,000 112,000 113,825 113,825 63,366 CHF 64,504 CHF 100.00% 100.00%
05/07/2024 1.81% 0.54 CHF 0.55 CHF 114,000 114,000 113,999 113,999 62,563 CHF 63,703 CHF 99.81% 99.81%
04/07/2024 1.80% 0.55 CHF 0.56 CHF 114,000 114,000 114,000 114,000 62,692 CHF 63,832 CHF 99.49% 99.49%
03/07/2024 1.78% 0.55 CHF 0.56 CHF 114,000 114,000 113,627 113,627 63,317 CHF 64,453 CHF 99.36% 99.36%
02/07/2024 1.99% 0.54 CHF 0.55 CHF 114,000 114,000 108,834 108,834 59,547 CHF 60,647 CHF 100.00% 100.00%

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