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 2.78% 0.36 CHF 0.37 CHF 480,100 480,100 480,100 480,100 170,639 CHF 175,440 CHF 100.00% 100.00%
12/07/2024 2.84% 0.37 CHF 0.38 CHF 480,100 480,100 480,100 480,100 166,602 CHF 171,403 CHF 100.00% 100.00%
11/07/2024 2.12% 0.43 CHF 0.44 CHF 347,500 347,500 347,500 347,500 162,835 CHF 166,310 CHF 100.00% 100.00%
10/07/2024 2.11% 0.49 CHF 0.50 CHF 382,900 382,900 382,900 382,900 179,779 CHF 183,608 CHF 100.00% 100.00%
09/07/2024 2.50% 0.39 CHF 0.40 CHF 408,200 408,200 408,200 408,200 161,322 CHF 165,404 CHF 100.00% 100.00%
08/07/2024 2.90% 0.34 CHF 0.35 CHF 494,500 494,500 494,500 494,500 168,269 CHF 173,214 CHF 100.00% 100.00%
05/07/2024 2.91% 0.34 CHF 0.35 CHF 476,600 476,600 476,600 476,600 161,216 CHF 165,982 CHF 99.93% 99.93%
04/07/2024 2.92% 0.34 CHF 0.35 CHF 476,300 476,300 476,300 476,300 160,534 CHF 165,297 CHF 100.00% 100.00%
03/07/2024 3.20% 0.31 CHF 0.32 CHF 518,900 518,900 518,900 518,900 159,462 CHF 164,651 CHF 100.00% 100.00%
02/07/2024 1.91% 0.27 CHF 0.28 CHF 589,900 589,900 589,900 589,900 152,992 CHF 155,942 CHF 100.00% 100.00%

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