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 2.92% 0.52 CHF 0.53 CHF 838,500 838,500 838,500 838,500 423,827 CHF 436,405 CHF 99.10% 99.10%
12/07/2024 2.89% 0.52 CHF 0.53 CHF 854,400 854,400 854,400 854,400 436,601 CHF 449,417 CHF 100.00% 100.00%
11/07/2024 2.92% 0.51 CHF 0.52 CHF 854,800 854,800 854,800 854,800 433,077 CHF 445,899 CHF 100.00% 100.00%
10/07/2024 3.01% 0.50 CHF 0.51 CHF 883,100 883,100 883,100 883,100 433,444 CHF 446,690 CHF 100.00% 100.00%
09/07/2024 3.06% 0.48 CHF 0.49 CHF 853,600 853,600 853,600 853,600 412,124 CHF 424,928 CHF 100.00% 100.00%
08/07/2024 2.87% 0.51 CHF 0.52 CHF 850,800 850,800 850,800 850,800 438,819 CHF 451,581 CHF 100.00% 100.00%
05/07/2024 2.91% 0.51 CHF 0.52 CHF 834,400 834,400 834,400 834,400 423,978 CHF 436,494 CHF 100.00% 100.00%
04/07/2024 2.87% 0.52 CHF 0.53 CHF 866,800 866,800 866,800 866,800 447,018 CHF 460,020 CHF 100.00% 100.00%
03/07/2024 3.01% 0.50 CHF 0.51 CHF 909,300 909,300 909,300 909,300 446,835 CHF 460,474 CHF 100.00% 100.00%
02/07/2024 3.22% 0.47 CHF 0.48 CHF 876,400 876,400 876,400 876,400 401,618 CHF 414,764 CHF 100.00% 100.00%

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