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 1.22% 0.83 CHF 0.84 CHF 390,000 390,000 384,856 384,856 313,440 CHF 317,288 CHF 100.00% 100.00%
12/07/2024 1.26% 0.77 CHF 0.78 CHF 380,000 380,000 379,554 379,554 300,453 CHF 304,248 CHF 100.00% 100.00%
11/07/2024 1.23% 0.81 CHF 0.82 CHF 390,000 390,000 385,146 385,146 312,789 CHF 316,643 CHF 99.98% 99.98%
10/07/2024 1.11% 0.86 CHF 0.87 CHF 390,000 390,000 399,252 399,252 357,084 CHF 361,076 CHF 100.00% 100.00%
09/07/2024 1.11% 0.92 CHF 0.93 CHF 400,000 400,000 398,346 398,346 357,216 CHF 361,200 CHF 99.73% 99.73%
08/07/2024 1.18% 0.85 CHF 0.86 CHF 390,000 390,000 389,325 389,325 327,830 CHF 331,723 CHF 99.32% 99.32%
05/07/2024 1.21% 0.85 CHF 0.86 CHF 390,000 390,000 388,725 388,725 320,243 CHF 324,130 CHF 100.00% 100.00%
04/07/2024 1.17% 0.85 CHF 0.86 CHF 390,000 390,000 388,461 388,461 329,003 CHF 332,888 CHF 99.57% 99.57%
03/07/2024 1.17% 0.84 CHF 0.85 CHF 390,000 390,000 391,140 391,140 333,008 CHF 336,920 CHF 100.00% 100.00%
02/07/2024 1.12% 0.87 CHF 0.88 CHF 400,000 400,000 400,829 400,829 355,928 CHF 359,936 CHF 99.38% 99.38%

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