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 1.61% 0.97 CHF 0.98 CHF 310,000 310,000 138,918 138,918 133,362 CHF 135,168 CHF 100.00% 100.00%
12/07/2024 1.62% 0.97 CHF 0.98 CHF 310,000 310,000 136,406 136,406 129,775 CHF 131,542 CHF 99.98% 99.98%
11/07/2024 1.64% 0.92 CHF 0.93 CHF 300,000 300,000 134,245 134,245 125,853 CHF 127,596 CHF 99.82% 99.82%
10/07/2024 1.63% 0.95 CHF 0.96 CHF 300,000 300,000 134,231 134,231 126,832 CHF 128,576 CHF 99.99% 99.99%
09/07/2024 1.90% 0.93 CHF 0.94 CHF 300,000 300,000 134,350 134,350 124,482 CHF 126,490 CHF 99.77% 99.77%
08/07/2024 1.94% 0.88 CHF 0.89 CHF 290,000 290,000 132,633 132,633 119,947 CHF 121,963 CHF 99.92% 99.92%
05/07/2024 1.64% 0.93 CHF 0.94 CHF 300,000 300,000 133,849 133,849 125,915 CHF 127,656 CHF 99.69% 99.69%
04/07/2024 1.62% 0.94 CHF 0.95 CHF 120,000 120,000 96,078 96,078 89,839 CHF 91,199 CHF 99.95% 99.95%
03/07/2024 1.91% 0.94 CHF 0.95 CHF 300,000 300,000 134,198 134,198 125,891 CHF 127,923 CHF 100.00% 100.00%
02/07/2024 1.92% 0.92 CHF 0.93 CHF 300,000 300,000 133,442 133,442 123,256 CHF 125,281 CHF 100.00% 100.00%

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