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 2.09% 0.25 CHF 0.26 CHF 2,141,800 2,141,800 2,142,240 2,142,240 516,834 CHF 527,785 CHF 100.00% 100.00%
12/07/2024 2.04% 0.25 CHF 0.25 CHF 2,142,700 2,142,700 2,111,120 2,111,120 510,995 CHF 521,551 CHF 100.00% 100.00%
11/07/2024 3.39% 0.27 CHF 0.28 CHF 2,079,900 2,079,900 2,087,180 2,087,180 532,676 CHF 551,104 CHF 100.00% 100.00%
10/07/2024 2.90% 0.25 CHF 0.26 CHF 2,094,900 2,094,900 2,082,550 2,082,550 520,241 CHF 535,621 CHF 100.00% 100.00%
09/07/2024 3.42% 0.24 CHF 0.25 CHF 2,069,400 2,069,400 2,075,540 2,075,540 517,495 CHF 535,539 CHF 100.00% 100.00%
08/07/2024 3.33% 0.25 CHF 0.26 CHF 2,081,400 2,081,400 2,119,990 2,119,990 531,971 CHF 549,983 CHF 100.00% 100.00%
05/07/2024 2.24% 0.26 CHF 0.27 CHF 2,160,800 2,160,800 2,185,440 2,185,440 528,135 CHF 540,116 CHF 100.00% 100.00%
04/07/2024 2.12% 0.24 CHF 0.24 CHF 2,211,600 2,211,600 2,232,820 2,232,820 520,898 CHF 532,062 CHF 100.00% 100.00%
03/07/2024 2.16% 0.24 CHF 0.24 CHF 2,255,300 2,255,300 2,346,520 2,346,520 537,317 CHF 549,049 CHF 100.00% 100.00%
02/07/2024 2.39% 0.22 CHF 0.22 CHF 2,438,300 2,438,300 2,445,810 2,445,810 505,381 CHF 517,610 CHF 100.00% 100.00%

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