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 1.09% 0.94 CHF 0.95 CHF 100,000 100,000 100,000 100,000 91,586 CHF 92,586 CHF 100.00% 100.00%
12/07/2024 1.08% 0.90 CHF 0.91 CHF 90,000 90,000 90,000 90,000 82,724 CHF 83,624 CHF 100.00% 100.00%
11/07/2024 1.03% 0.93 CHF 0.94 CHF 80,000 80,000 80,000 80,000 77,600 CHF 78,400 CHF 100.00% 100.00%
10/07/2024 0.99% 1.02 CHF 1.03 CHF 90,000 90,000 90,000 90,000 90,690 CHF 91,590 CHF 100.00% 100.00%
09/07/2024 1.05% 0.97 CHF 0.98 CHF 90,000 90,000 90,000 90,000 85,637 CHF 86,537 CHF 100.00% 100.00%
08/07/2024 1.04% 0.96 CHF 0.97 CHF 80,000 80,000 80,000 80,000 76,346 CHF 77,146 CHF 100.00% 100.00%
05/07/2024 1.03% 0.99 CHF 1.00 CHF 90,000 90,000 90,000 90,000 86,966 CHF 87,866 CHF 100.00% 100.00%
04/07/2024 1.03% 0.95 CHF 0.96 CHF 80,000 80,000 80,000 80,000 77,576 CHF 78,376 CHF 100.00% 100.00%
03/07/2024 1.02% 1.02 CHF 1.03 CHF 90,000 90,000 90,000 90,000 87,638 CHF 88,538 CHF 100.00% 100.00%
02/07/2024 0.97% 0.99 CHF 1.00 CHF 80,000 80,000 80,000 80,000 81,771 CHF 82,571 CHF 100.00% 100.00%

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