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 1.36% 0.78 CHF 0.79 CHF 340,600 340,600 189,829 189,829 142,650 CHF 144,552 CHF 99.99% 99.99%
12/07/2024 1.35% 0.75 CHF 0.76 CHF 343,300 343,300 188,754 188,754 141,434 CHF 143,325 CHF 100.00% 100.00%
11/07/2024 1.22% 0.77 CHF 0.78 CHF 308,500 308,500 168,134 168,134 138,218 CHF 139,903 CHF 100.00% 100.00%
10/07/2024 1.23% 0.83 CHF 0.84 CHF 313,600 313,600 172,952 172,952 142,442 CHF 144,174 CHF 100.00% 100.00%
09/07/2024 1.24% 0.83 CHF 0.84 CHF 313,200 313,200 172,714 172,714 142,084 CHF 143,814 CHF 100.00% 100.00%
08/07/2024 1.24% 0.82 CHF 0.83 CHF 305,400 305,400 170,035 170,035 138,519 CHF 140,223 CHF 100.00% 100.00%
05/07/2024 1.30% 0.83 CHF 0.84 CHF 326,900 326,900 182,354 182,354 143,737 CHF 145,564 CHF 100.00% 100.00%
04/07/2024 1.30% 0.77 CHF 0.78 CHF 166,300 166,300 148,634 148,634 113,684 CHF 115,170 CHF 100.00% 100.00%
03/07/2024 1.35% 0.76 CHF 0.77 CHF 336,500 336,500 186,655 186,655 140,292 CHF 142,162 CHF 100.00% 100.00%
02/07/2024 1.42% 0.73 CHF 0.74 CHF 353,700 353,700 195,039 195,039 139,108 CHF 141,062 CHF 100.00% 100.00%

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