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 6.31% 0.17 CHF 0.18 CHF 525,700 525,700 237,251 237,251 37,727 CHF 40,104 CHF 100.00% 100.00%
12/07/2024 6.47% 0.15 CHF 0.16 CHF 532,800 532,800 238,422 238,422 36,105 CHF 38,494 CHF 100.00% 100.00%
11/07/2024 6.48% 0.16 CHF 0.17 CHF 530,900 530,900 237,501 237,501 36,058 CHF 38,437 CHF 100.00% 100.00%
10/07/2024 6.65% 0.14 CHF 0.16 CHF 543,900 543,900 242,741 242,741 35,697 CHF 38,129 CHF 99.90% 99.90%
09/07/2024 7.03% 0.14 CHF 0.15 CHF 576,200 576,200 258,686 258,686 36,210 CHF 38,801 CHF 100.00% 100.00%
08/07/2024 6.90% 0.14 CHF 0.16 CHF 561,100 561,100 252,177 252,177 36,382 CHF 38,908 CHF 100.00% 100.00%
05/07/2024 6.96% 0.14 CHF 0.15 CHF 568,400 568,400 254,116 254,116 36,013 CHF 38,559 CHF 99.88% 99.88%
04/07/2024 6.67% 0.14 CHF 0.16 CHF 226,200 226,200 181,117 181,117 26,262 CHF 28,073 CHF 100.00% 100.00%
03/07/2024 6.89% 0.14 CHF 0.16 CHF 562,500 562,500 251,448 251,448 36,071 CHF 38,590 CHF 100.00% 100.00%
02/07/2024 7.26% 0.14 CHF 0.15 CHF 585,800 585,800 263,068 263,068 35,764 CHF 38,399 CHF 100.00% 100.00%

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