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 5.50% 0.18 CHF 0.19 CHF 780,300 780,300 776,752 776,752 137,426 CHF 145,194 CHF 100.00% 100.00%
12/07/2024 5.75% 0.17 CHF 0.18 CHF 717,900 717,900 714,862 714,862 120,799 CHF 127,948 CHF 100.00% 100.00%
11/07/2024 5.46% 0.17 CHF 0.18 CHF 659,000 659,000 667,184 667,184 118,838 CHF 125,509 CHF 99.99% 99.99%
10/07/2024 5.02% 0.18 CHF 0.19 CHF 603,600 603,600 613,675 613,675 119,437 CHF 125,574 CHF 100.00% 100.00%
09/07/2024 4.87% 0.20 CHF 0.21 CHF 604,400 604,400 598,688 598,688 119,942 CHF 125,929 CHF 100.00% 100.00%
08/07/2024 4.86% 0.21 CHF 0.22 CHF 625,300 625,300 622,469 622,469 124,913 CHF 131,137 CHF 100.00% 100.00%
05/07/2024 5.02% 0.20 CHF 0.21 CHF 642,000 642,000 630,401 630,401 122,408 CHF 128,712 CHF 99.81% 99.81%
04/07/2024 4.96% 0.20 CHF 0.21 CHF 641,400 641,400 640,769 640,769 125,932 CHF 132,339 CHF 99.49% 99.49%
03/07/2024 5.12% 0.19 CHF 0.20 CHF 626,400 626,400 623,801 623,801 118,705 CHF 124,943 CHF 99.35% 99.35%
02/07/2024 4.86% 0.20 CHF 0.21 CHF 678,000 678,000 674,965 674,965 135,665 CHF 142,415 CHF 100.00% 100.00%

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