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 4.42% 0.35 CHF 0.37 CHF 26,820 26,820 26,246 26,246 11,848 CHF 12,374 CHF 100.00% 100.00%
12/07/2024 4.38% 0.50 CHF 0.52 CHF 26,380 26,380 26,251 26,251 11,853 CHF 12,379 CHF 100.00% 100.00%
11/07/2024 5.22% 0.40 CHF 0.42 CHF 26,560 26,560 26,422 26,422 9,984 CHF 10,513 CHF 99.78% 99.78%
10/07/2024 6.03% 0.36 CHF 0.38 CHF 26,740 26,740 26,525 26,525 8,616 CHF 9,147 CHF 100.00% 100.00%
09/07/2024 5.54% 0.31 CHF 0.33 CHF 26,770 26,770 26,419 26,419 9,425 CHF 9,954 CHF 99.20% 99.20%
08/07/2024 5.95% 0.32 CHF 0.34 CHF 26,800 26,800 26,480 26,480 8,780 CHF 9,311 CHF 100.00% 100.00%
05/07/2024 5.90% 0.29 CHF 0.31 CHF 26,880 26,880 26,533 26,533 8,853 CHF 9,384 CHF 99.91% 99.91%
04/07/2024 5.74% 0.35 CHF 0.37 CHF 26,770 26,770 26,511 26,511 9,083 CHF 9,613 CHF 100.00% 100.00%
03/07/2024 6.49% 0.33 CHF 0.35 CHF 26,820 26,820 26,626 26,626 8,047 CHF 8,580 CHF 100.00% 100.00%
02/07/2024 8.23% 0.31 CHF 0.33 CHF 26,820 26,820 26,739 26,739 6,374 CHF 6,909 CHF 98.68% 98.68%

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