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 1.89% 0.83 CHF 0.84 CHF 310,000 310,000 138,915 138,915 113,952 CHF 115,758 CHF 100.00% 100.00%
12/07/2024 1.90% 0.83 CHF 0.84 CHF 310,000 310,000 136,406 136,406 110,742 CHF 112,510 CHF 99.98% 99.98%
11/07/2024 1.92% 0.78 CHF 0.79 CHF 300,000 300,000 134,226 134,226 107,158 CHF 108,901 CHF 99.85% 99.85%
10/07/2024 1.91% 0.81 CHF 0.82 CHF 300,000 300,000 134,271 134,271 108,182 CHF 109,925 CHF 99.99% 99.99%
09/07/2024 2.23% 0.79 CHF 0.80 CHF 300,000 300,000 134,368 134,368 105,786 CHF 107,795 CHF 99.74% 99.74%
08/07/2024 2.29% 0.74 CHF 0.75 CHF 290,000 290,000 132,134 132,134 101,133 CHF 103,146 CHF 99.63% 99.63%
05/07/2024 1.93% 0.79 CHF 0.80 CHF 300,000 300,000 133,863 133,863 107,238 CHF 108,979 CHF 99.69% 99.69%
04/07/2024 1.91% 0.80 CHF 0.81 CHF 120,000 120,000 96,099 96,099 76,408 CHF 77,768 CHF 99.93% 99.93%
03/07/2024 2.25% 0.80 CHF 0.81 CHF 300,000 300,000 134,173 134,173 107,082 CHF 109,114 CHF 99.98% 99.98%
02/07/2024 2.26% 0.78 CHF 0.79 CHF 300,000 300,000 133,279 133,279 104,414 CHF 106,437 CHF 99.90% 99.90%

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