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 10.62% 0.09 CHF 0.10 CHF 655,600 655,600 632,517 632,517 56,375 CHF 62,700 CHF 100.00% 100.00%
12/07/2024 10.25% 0.10 CHF 0.11 CHF 647,000 647,000 630,322 630,322 58,379 CHF 64,682 CHF 100.00% 100.00%
11/07/2024 10.11% 0.09 CHF 0.10 CHF 659,400 659,400 642,427 642,427 60,367 CHF 66,792 CHF 100.00% 100.00%
10/07/2024 10.75% 0.09 CHF 0.10 CHF 675,500 675,500 658,847 658,847 58,087 CHF 64,675 CHF 100.00% 100.00%
09/07/2024 10.46% 0.09 CHF 0.10 CHF 681,200 681,200 662,430 662,430 60,027 CHF 66,652 CHF 100.00% 100.00%
08/07/2024 10.80% 0.09 CHF 0.10 CHF 652,100 652,100 635,106 635,106 55,687 CHF 62,038 CHF 100.00% 100.00%
05/07/2024 10.05% 0.09 CHF 0.10 CHF 602,100 602,100 577,020 577,020 54,524 CHF 60,295 CHF 99.82% 99.82%
04/07/2024 9.32% 0.11 CHF 0.12 CHF 602,900 602,900 587,112 587,112 60,049 CHF 65,920 CHF 99.50% 99.50%
03/07/2024 9.90% 0.10 CHF 0.11 CHF 674,400 674,400 659,293 659,293 63,376 CHF 69,969 CHF 99.36% 99.36%
02/07/2024 10.93% 0.09 CHF 0.10 CHF 666,700 666,700 647,618 647,618 55,971 CHF 62,448 CHF 100.00% 100.00%

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