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 2.16% 0.41 CHF 0.42 CHF 160,000 160,000 158,850 158,850 72,816 CHF 74,404 CHF 100.00% 100.00%
12/07/2024 2.16% 0.48 CHF 0.49 CHF 158,000 158,000 159,628 159,628 73,097 CHF 74,693 CHF 99.99% 99.99%
11/07/2024 2.35% 0.43 CHF 0.44 CHF 160,000 160,000 159,951 159,951 67,347 CHF 68,948 CHF 99.82% 99.82%
10/07/2024 2.50% 0.41 CHF 0.42 CHF 160,000 160,000 161,983 161,983 63,970 CHF 65,590 CHF 100.00% 100.00%
09/07/2024 2.41% 0.39 CHF 0.40 CHF 162,000 162,000 160,614 160,614 66,161 CHF 67,769 CHF 99.77% 99.77%
08/07/2024 2.48% 0.39 CHF 0.40 CHF 162,000 162,000 161,474 161,474 64,335 CHF 65,949 CHF 100.00% 100.00%
05/07/2024 2.47% 0.38 CHF 0.39 CHF 162,000 162,000 161,782 161,782 64,707 CHF 66,324 CHF 99.81% 99.81%
04/07/2024 2.45% 0.41 CHF 0.42 CHF 162,000 162,000 161,417 161,417 65,220 CHF 66,834 CHF 100.00% 100.00%
03/07/2024 2.57% 0.40 CHF 0.41 CHF 162,000 162,000 162,000 162,000 62,154 CHF 63,774 CHF 100.00% 100.00%
02/07/2024 2.81% 0.38 CHF 0.39 CHF 162,000 162,000 163,208 163,208 57,266 CHF 58,898 CHF 99.99% 99.99%

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