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 3.02% 0.35 CHF 0.36 CHF 943,000 943,000 927,143 927,143 305,816 CHF 315,098 CHF 100.00% 100.00%
12/07/2024 2.94% 0.33 CHF 0.34 CHF 861,000 861,000 855,686 855,686 289,857 CHF 298,423 CHF 100.00% 100.00%
11/07/2024 2.80% 0.35 CHF 0.36 CHF 799,000 799,000 793,449 793,449 282,004 CHF 289,947 CHF 97.40% 97.40%
10/07/2024 2.49% 0.38 CHF 0.39 CHF 740,000 740,000 736,066 736,066 294,620 CHF 301,989 CHF 100.00% 100.00%
09/07/2024 2.53% 0.41 CHF 0.42 CHF 751,000 751,000 742,424 742,424 293,099 CHF 300,531 CHF 99.76% 99.76%
08/07/2024 2.46% 0.41 CHF 0.42 CHF 727,000 727,000 718,901 718,901 291,428 CHF 298,625 CHF 99.99% 99.99%
05/07/2024 2.48% 0.42 CHF 0.43 CHF 764,000 764,000 753,087 753,087 302,981 CHF 310,520 CHF 100.00% 100.00%
04/07/2024 2.45% 0.40 CHF 0.41 CHF 732,000 732,000 725,936 725,936 295,605 CHF 302,872 CHF 100.00% 100.00%
03/07/2024 2.40% 0.41 CHF 0.42 CHF 731,000 731,000 723,171 723,171 300,266 CHF 307,506 CHF 100.00% 100.00%
02/07/2024 2.29% 0.42 CHF 0.43 CHF 751,000 751,000 747,146 747,146 325,611 CHF 333,090 CHF 100.00% 100.00%

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