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 4.03% 0.25 CHF 0.26 CHF 367,600 367,600 367,600 367,600 89,626 CHF 93,302 CHF 99.99% 99.99%
12/07/2024 3.49% 0.27 CHF 0.28 CHF 332,600 332,600 337,208 337,208 94,958 CHF 98,330 CHF 100.00% 100.00%
11/07/2024 3.21% 0.30 CHF 0.31 CHF 306,100 306,100 306,100 306,100 93,824 CHF 96,885 CHF 100.00% 100.00%
10/07/2024 2.71% 0.33 CHF 0.34 CHF 257,500 257,500 257,509 257,509 93,814 CHF 96,389 CHF 100.00% 100.00%
09/07/2024 2.59% 0.39 CHF 0.40 CHF 257,300 257,300 253,848 253,848 96,950 CHF 99,489 CHF 99.73% 99.73%
08/07/2024 2.43% 0.41 CHF 0.42 CHF 253,600 253,600 253,600 253,600 103,243 CHF 105,779 CHF 99.28% 99.28%
05/07/2024 2.58% 0.41 CHF 0.42 CHF 254,600 254,600 251,259 251,259 96,260 CHF 98,773 CHF 100.00% 100.00%
04/07/2024 2.33% 0.41 CHF 0.42 CHF 279,100 279,100 279,100 279,100 118,551 CHF 121,342 CHF 99.55% 99.55%
03/07/2024 2.72% 0.37 CHF 0.38 CHF 294,800 294,800 294,905 294,905 107,177 CHF 110,126 CHF 100.00% 100.00%
02/07/2024 2.79% 0.34 CHF 0.35 CHF 312,000 312,000 312,000 312,000 110,266 CHF 113,386 CHF 100.00% 100.00%

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