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 2.98% 0.86 CHF 0.87 CHF 88,000 88,000 39,571 39,571 33,819 CHF 34,623 CHF 100.00% 100.00%
12/07/2024 3.11% 0.86 CHF 0.87 CHF 88,000 88,000 39,582 39,582 33,029 CHF 33,833 CHF 100.00% 100.00%
11/07/2024 3.28% 0.80 CHF 0.81 CHF 89,000 89,000 40,224 40,224 31,525 CHF 32,344 CHF 99.81% 99.81%
10/07/2024 3.26% 0.76 CHF 0.77 CHF 89,000 89,000 40,311 40,311 30,981 CHF 31,803 CHF 100.00% 100.00%
09/07/2024 3.18% 0.79 CHF 0.80 CHF 89,000 89,000 39,759 39,759 31,668 CHF 32,474 CHF 99.77% 99.77%
08/07/2024 2.95% 0.81 CHF 0.82 CHF 88,000 88,000 39,357 39,357 33,213 CHF 34,011 CHF 100.00% 100.00%
05/07/2024 3.04% 0.82 CHF 0.83 CHF 88,000 88,000 39,448 39,448 32,736 CHF 33,540 CHF 99.71% 99.71%
04/07/2024 3.48% 0.85 CHF 0.88 CHF 35,000 35,000 28,537 28,537 24,120 CHF 24,976 CHF 100.00% 100.00%
03/07/2024 3.06% 0.86 CHF 0.87 CHF 87,000 87,000 39,440 39,440 33,212 CHF 34,014 CHF 99.99% 99.99%
02/07/2024 3.06% 0.83 CHF 0.84 CHF 88,000 88,000 39,302 39,302 32,646 CHF 33,442 CHF 100.00% 100.00%

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