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 2.34% 0.42 CHF 0.43 CHF 118,600 118,600 113,535 113,535 47,888 CHF 49,023 CHF 100.00% 100.00%
12/07/2024 2.20% 0.45 CHF 0.46 CHF 115,000 115,000 112,007 112,007 50,336 CHF 51,456 CHF 100.00% 100.00%
11/07/2024 2.21% 0.44 CHF 0.45 CHF 114,800 114,800 111,834 111,834 50,017 CHF 51,135 CHF 100.00% 100.00%
10/07/2024 2.26% 0.45 CHF 0.46 CHF 116,900 116,900 114,811 114,811 50,182 CHF 51,330 CHF 100.00% 100.00%
09/07/2024 2.22% 0.43 CHF 0.44 CHF 117,500 117,500 112,195 112,195 50,000 CHF 51,122 CHF 100.00% 100.00%
08/07/2024 2.19% 0.45 CHF 0.46 CHF 111,600 111,600 108,698 108,698 48,999 CHF 50,086 CHF 100.00% 100.00%
05/07/2024 2.12% 0.46 CHF 0.47 CHF 113,100 113,100 110,147 110,147 51,493 CHF 52,595 CHF 99.81% 99.81%
04/07/2024 2.18% 0.45 CHF 0.46 CHF 115,700 115,700 112,675 112,675 51,018 CHF 52,144 CHF 99.49% 99.49%
03/07/2024 2.28% 0.44 CHF 0.45 CHF 123,400 123,400 122,833 122,833 53,391 CHF 54,620 CHF 99.35% 99.35%
02/07/2024 2.60% 0.40 CHF 0.41 CHF 130,500 130,500 130,363 130,363 49,553 CHF 50,856 CHF 100.00% 100.00%

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