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 5.83% 0.17 CHF 0.18 CHF 767,700 767,700 764,537 764,537 127,319 CHF 134,964 CHF 100.00% 100.00%
12/07/2024 5.69% 0.18 CHF 0.19 CHF 794,100 794,100 790,825 790,825 134,987 CHF 142,895 CHF 100.00% 100.00%
11/07/2024 5.86% 0.16 CHF 0.17 CHF 772,400 772,400 769,218 769,218 127,560 CHF 135,252 CHF 100.00% 100.00%
10/07/2024 5.88% 0.17 CHF 0.18 CHF 819,400 819,400 816,060 816,060 134,730 CHF 142,890 CHF 100.00% 100.00%
09/07/2024 6.08% 0.16 CHF 0.17 CHF 773,200 773,200 759,233 759,233 121,167 CHF 128,759 CHF 100.00% 100.00%
08/07/2024 5.58% 0.17 CHF 0.18 CHF 769,200 769,200 766,028 766,028 133,436 CHF 141,096 CHF 100.00% 100.00%
05/07/2024 5.69% 0.17 CHF 0.18 CHF 786,600 786,600 783,356 783,356 133,780 CHF 141,614 CHF 100.00% 100.00%
04/07/2024 5.84% 0.17 CHF 0.18 CHF 783,600 783,600 780,369 780,369 129,723 CHF 137,527 CHF 100.00% 100.00%
03/07/2024 6.13% 0.17 CHF 0.18 CHF 840,700 840,700 848,339 848,339 134,192 CHF 142,675 CHF 100.00% 100.00%
02/07/2024 6.39% 0.15 CHF 0.16 CHF 816,000 816,000 812,627 812,627 123,218 CHF 131,344 CHF 100.00% 100.00%

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