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 6.06% 0.08 CHF 0.09 CHF 1,791,000 1,791,000 1,776,570 1,776,570 142,126 CHF 151,008 CHF 100.00% 100.00%
12/07/2024 5.98% 0.08 CHF 0.09 CHF 1,767,700 1,767,700 1,713,670 1,713,670 139,118 CHF 147,687 CHF 100.00% 100.00%
11/07/2024 5.85% 0.08 CHF 0.09 CHF 1,677,600 1,677,600 1,677,360 1,677,360 139,716 CHF 148,103 CHF 100.00% 100.00%
10/07/2024 5.63% 0.09 CHF 0.10 CHF 1,677,400 1,677,400 1,679,310 1,679,310 144,918 CHF 153,315 CHF 100.00% 100.00%
09/07/2024 5.71% 0.09 CHF 0.09 CHF 1,680,800 1,680,800 1,719,390 1,719,390 146,536 CHF 155,142 CHF 100.00% 100.00%
08/07/2024 5.98% 0.09 CHF 0.09 CHF 1,748,200 1,748,200 1,691,850 1,691,850 137,446 CHF 145,905 CHF 100.00% 100.00%
05/07/2024 5.68% 0.09 CHF 0.09 CHF 1,655,100 1,655,100 1,644,350 1,644,350 140,670 CHF 148,892 CHF 100.00% 100.00%
04/07/2024 5.35% 0.09 CHF 0.10 CHF 1,637,500 1,637,500 1,566,910 1,566,910 142,604 CHF 150,439 CHF 100.00% 100.00%
03/07/2024 5.11% 0.09 CHF 0.10 CHF 1,519,800 1,519,800 1,510,060 1,510,060 144,031 CHF 151,582 CHF 100.00% 100.00%
02/07/2024 4.90% 0.10 CHF 0.10 CHF 1,503,700 1,503,700 1,552,870 1,552,870 154,703 CHF 162,467 CHF 99.98% 99.98%

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