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 2.42% 0.78 CHF 0.79 CHF 124,000 124,000 55,330 55,330 41,623 CHF 42,460 CHF 100.00% 100.00%
12/07/2024 2.49% 0.71 CHF 0.72 CHF 120,000 120,000 54,575 54,575 39,211 CHF 40,037 CHF 100.00% 100.00%
11/07/2024 2.33% 0.72 CHF 0.73 CHF 122,000 122,000 55,030 55,030 41,397 CHF 42,232 CHF 99.83% 99.83%
10/07/2024 2.32% 0.80 CHF 0.81 CHF 124,000 124,000 55,240 55,240 43,006 CHF 43,842 CHF 100.00% 100.00%
09/07/2024 2.43% 0.72 CHF 0.73 CHF 120,000 120,000 54,665 54,665 39,711 CHF 40,542 CHF 99.73% 99.73%
08/07/2024 3.64% 0.73 CHF 0.74 CHF 122,000 122,000 53,734 53,734 35,391 CHF 36,363 CHF 100.00% 100.00%
05/07/2024 3.64% 0.64 CHF 0.65 CHF 118,000 118,000 53,098 53,098 33,816 CHF 34,783 CHF 99.70% 99.70%
04/07/2024 3.91% 0.63 CHF 0.65 CHF 48,000 48,000 38,292 38,292 24,379 CHF 25,305 CHF 99.81% 99.81%

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