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 4.61% 0.20 CHF 0.21 CHF 455,900 455,900 454,996 454,996 96,419 CHF 100,969 CHF 100.00% 100.00%
12/07/2024 4.40% 0.23 CHF 0.24 CHF 458,500 458,500 461,051 461,051 102,553 CHF 107,164 CHF 100.00% 100.00%
11/07/2024 4.37% 0.22 CHF 0.23 CHF 472,000 472,000 465,073 465,073 104,014 CHF 108,665 CHF 100.00% 100.00%
10/07/2024 4.78% 0.22 CHF 0.23 CHF 502,400 502,400 506,324 506,324 103,483 CHF 108,547 CHF 100.00% 100.00%
09/07/2024 4.95% 0.20 CHF 0.21 CHF 509,800 509,800 509,321 509,321 100,330 CHF 105,423 CHF 99.73% 99.73%
08/07/2024 4.87% 0.20 CHF 0.21 CHF 534,700 534,700 534,276 534,276 107,124 CHF 112,467 CHF 99.32% 99.32%
05/07/2024 5.19% 0.19 CHF 0.20 CHF 542,500 542,500 535,283 535,283 100,451 CHF 105,803 CHF 100.00% 100.00%
04/07/2024 5.32% 0.19 CHF 0.20 CHF 550,800 550,800 560,492 560,492 102,554 CHF 108,159 CHF 99.65% 99.65%
03/07/2024 5.40% 0.18 CHF 0.19 CHF 555,100 555,100 555,100 555,100 100,081 CHF 105,632 CHF 100.00% 100.00%
02/07/2024 5.24% 0.19 CHF 0.20 CHF 520,200 520,200 520,043 520,043 96,723 CHF 101,923 CHF 100.00% 100.00%

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