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 2.03% 0.49 CHF 0.50 CHF 403,700 403,700 402,039 402,039 195,950 CHF 199,971 CHF 100.00% 100.00%
12/07/2024 2.12% 0.49 CHF 0.50 CHF 419,200 419,200 417,472 417,472 194,704 CHF 198,879 CHF 100.00% 100.00%
11/07/2024 2.17% 0.47 CHF 0.48 CHF 429,400 429,400 427,630 427,630 194,636 CHF 198,912 CHF 100.00% 100.00%
10/07/2024 2.21% 0.45 CHF 0.46 CHF 442,400 442,400 440,579 440,579 197,100 CHF 201,506 CHF 100.00% 100.00%
09/07/2024 2.18% 0.43 CHF 0.44 CHF 439,700 439,700 417,245 417,245 189,558 CHF 193,731 CHF 99.74% 99.74%
08/07/2024 2.16% 0.46 CHF 0.47 CHF 422,600 422,600 420,842 420,842 192,754 CHF 196,962 CHF 99.30% 99.30%
05/07/2024 2.13% 0.45 CHF 0.46 CHF 430,000 430,000 428,227 428,227 198,520 CHF 202,802 CHF 100.00% 100.00%
04/07/2024 2.25% 0.45 CHF 0.46 CHF 437,600 437,600 435,787 435,787 191,781 CHF 196,138 CHF 99.55% 99.55%
03/07/2024 2.34% 0.44 CHF 0.45 CHF 473,500 473,500 488,855 488,855 206,496 CHF 211,385 CHF 100.00% 100.00%
02/07/2024 2.55% 0.39 CHF 0.40 CHF 499,400 499,400 497,338 497,338 192,768 CHF 197,742 CHF 100.00% 100.00%

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