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 0.98% 1.02 CHF 1.03 CHF 80,000 80,000 80,000 80,000 81,027 CHF 81,827 CHF 99.99% 99.99%
12/07/2024 0.97% 1.04 CHF 1.05 CHF 80,000 80,000 80,000 80,000 81,957 CHF 82,757 CHF 99.93% 99.93%
11/07/2024 1.01% 0.99 CHF 1.00 CHF 80,000 80,000 80,000 80,000 78,962 CHF 79,762 CHF 99.98% 99.98%
10/07/2024 1.02% 0.98 CHF 0.99 CHF 80,000 80,000 80,000 80,000 77,922 CHF 78,722 CHF 99.99% 99.99%
09/07/2024 1.06% 0.91 CHF 0.92 CHF 80,000 80,000 79,817 79,817 75,032 CHF 75,832 CHF 100.00% 100.00%
08/07/2024 0.98% 0.99 CHF 1.00 CHF 80,000 80,000 79,863 79,863 81,355 CHF 82,155 CHF 99.71% 99.71%
05/07/2024 0.97% 0.98 CHF 0.99 CHF 80,000 80,000 80,000 80,000 81,749 CHF 82,549 CHF 100.00% 100.00%
04/07/2024 0.95% 1.03 CHF 1.04 CHF 80,000 80,000 80,000 80,000 83,522 CHF 84,322 CHF 100.00% 100.00%
03/07/2024 1.05% 0.96 CHF 0.97 CHF 80,000 80,000 80,000 80,000 75,525 CHF 76,325 CHF 100.00% 100.00%
02/07/2024 1.20% 0.87 CHF 0.88 CHF 80,000 80,000 80,000 80,000 66,327 CHF 67,127 CHF 99.99% 99.99%

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