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 1.62% 0.60 CHF 0.61 CHF 214,900 214,900 213,264 213,264 130,917 CHF 133,050 CHF 100.00% 100.00%
12/07/2024 1.60% 0.61 CHF 0.62 CHF 209,500 209,500 209,979 209,979 129,849 CHF 131,949 CHF 100.00% 100.00%
11/07/2024 1.64% 0.63 CHF 0.64 CHF 222,200 222,200 223,884 223,884 135,560 CHF 137,799 CHF 100.00% 100.00%
10/07/2024 1.77% 0.58 CHF 0.59 CHF 234,000 234,000 235,592 235,592 132,215 CHF 134,571 CHF 100.00% 100.00%
09/07/2024 1.70% 0.56 CHF 0.57 CHF 239,200 239,200 235,690 235,690 137,425 CHF 139,784 CHF 99.73% 99.73%
08/07/2024 1.81% 0.54 CHF 0.55 CHF 239,600 239,600 239,754 239,754 131,556 CHF 133,954 CHF 99.31% 99.31%
05/07/2024 1.81% 0.55 CHF 0.56 CHF 244,400 244,400 244,900 244,900 134,066 CHF 136,515 CHF 100.00% 100.00%
04/07/2024 1.85% 0.54 CHF 0.55 CHF 249,700 249,700 249,070 249,070 133,518 CHF 136,008 CHF 99.61% 99.61%
03/07/2024 1.88% 0.52 CHF 0.53 CHF 265,300 265,300 265,762 265,762 139,848 CHF 142,505 CHF 100.00% 100.00%
02/07/2024 2.16% 0.47 CHF 0.48 CHF 270,000 270,000 271,886 271,886 124,463 CHF 127,182 CHF 100.00% 100.00%

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