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 1.00% 0.99 CHF 1.00 CHF 88,000 88,000 88,613 88,613 88,405 CHF 89,291 CHF 99.99% 99.99%
12/07/2024 1.56% 0.61 CHF 0.62 CHF 79,000 79,000 79,913 79,913 50,981 CHF 51,780 CHF 100.00% 100.00%
11/07/2024 1.49% 0.66 CHF 0.67 CHF 80,000 80,000 80,569 80,569 53,849 CHF 54,655 CHF 99.82% 99.82%
10/07/2024 1.39% 0.70 CHF 0.71 CHF 81,000 81,000 81,489 81,489 58,363 CHF 59,178 CHF 100.00% 100.00%
09/07/2024 1.45% 0.71 CHF 0.72 CHF 82,000 82,000 80,712 80,712 55,274 CHF 56,082 CHF 99.73% 99.73%
08/07/2024 1.50% 0.67 CHF 0.68 CHF 81,000 81,000 80,314 80,314 53,166 CHF 53,969 CHF 100.00% 100.00%
05/07/2024 1.63% 0.67 CHF 0.68 CHF 81,000 81,000 79,284 79,284 48,481 CHF 49,274 CHF 99.81% 99.81%
04/07/2024 1.53% 0.64 CHF 0.65 CHF 80,000 80,000 80,002 80,002 51,898 CHF 52,698 CHF 100.00% 100.00%
03/07/2024 1.47% 0.66 CHF 0.67 CHF 80,000 80,000 80,609 80,609 54,456 CHF 55,262 CHF 100.00% 100.00%
02/07/2024 1.37% 0.69 CHF 0.70 CHF 81,000 81,000 81,720 81,720 59,231 CHF 60,048 CHF 99.99% 99.99%

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