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 4.13% 0.23 CHF 0.24 CHF 529,000 529,000 518,789 518,789 123,064 CHF 128,252 CHF 100.00% 100.00%
12/07/2024 4.13% 0.25 CHF 0.26 CHF 501,200 501,200 505,162 505,162 119,934 CHF 124,986 CHF 100.00% 100.00%
11/07/2024 3.94% 0.25 CHF 0.26 CHF 511,300 511,300 511,300 511,300 127,072 CHF 132,185 CHF 100.00% 100.00%
10/07/2024 4.03% 0.25 CHF 0.26 CHF 510,100 510,100 510,100 510,100 124,151 CHF 129,252 CHF 100.00% 100.00%
09/07/2024 3.96% 0.25 CHF 0.26 CHF 494,400 494,400 494,400 494,400 122,289 CHF 127,233 CHF 100.00% 100.00%
08/07/2024 3.78% 0.25 CHF 0.26 CHF 486,100 486,100 485,817 485,817 126,120 CHF 130,978 CHF 100.00% 100.00%
05/07/2024 3.69% 0.26 CHF 0.27 CHF 499,700 499,700 490,106 490,106 130,540 CHF 135,441 CHF 100.00% 100.00%
04/07/2024 3.95% 0.25 CHF 0.26 CHF 491,500 491,500 491,500 491,500 121,926 CHF 126,841 CHF 100.00% 100.00%
03/07/2024 3.77% 0.26 CHF 0.27 CHF 511,300 511,300 511,300 511,300 132,903 CHF 138,016 CHF 100.00% 100.00%
02/07/2024 4.06% 0.25 CHF 0.26 CHF 509,200 509,200 509,406 509,406 122,995 CHF 128,089 CHF 99.99% 99.99%

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