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 0.91% 1.09 CHF 1.10 CHF 88,000 88,000 88,613 88,613 97,175 CHF 98,061 CHF 100.00% 100.00%
12/07/2024 1.35% 0.71 CHF 0.72 CHF 79,000 79,000 79,913 79,913 58,907 CHF 59,706 CHF 100.00% 100.00%
11/07/2024 1.30% 0.76 CHF 0.77 CHF 80,000 80,000 80,568 80,568 61,844 CHF 62,650 CHF 99.82% 99.82%
10/07/2024 1.22% 0.80 CHF 0.81 CHF 81,000 81,000 81,488 81,488 66,454 CHF 67,269 CHF 100.00% 100.00%
09/07/2024 1.27% 0.81 CHF 0.82 CHF 82,000 82,000 80,713 80,713 63,252 CHF 64,060 CHF 99.73% 99.73%
08/07/2024 1.31% 0.77 CHF 0.78 CHF 81,000 81,000 80,315 80,315 61,154 CHF 61,957 CHF 100.00% 100.00%
05/07/2024 1.40% 0.77 CHF 0.78 CHF 81,000 81,000 79,284 79,284 56,322 CHF 57,115 CHF 99.80% 99.80%
04/07/2024 1.33% 0.74 CHF 0.75 CHF 80,000 80,000 80,003 80,003 59,783 CHF 60,583 CHF 100.00% 100.00%
03/07/2024 1.28% 0.76 CHF 0.77 CHF 80,000 80,000 80,610 80,610 62,436 CHF 63,242 CHF 100.00% 100.00%
02/07/2024 1.21% 0.79 CHF 0.80 CHF 81,000 81,000 81,720 81,720 67,330 CHF 68,147 CHF 100.00% 100.00%

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