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 4.14% 0.25 CHF 0.26 CHF 197,000 197,000 201,033 201,033 47,599 CHF 49,610 CHF 100.00% 100.00%
12/07/2024 4.07% 0.26 CHF 0.27 CHF 201,800 201,800 204,025 204,025 49,203 CHF 51,243 CHF 100.00% 100.00%
11/07/2024 3.85% 0.25 CHF 0.26 CHF 187,300 187,300 187,249 187,249 47,699 CHF 49,571 CHF 99.83% 99.83%
10/07/2024 3.53% 0.27 CHF 0.28 CHF 183,800 183,800 181,129 181,129 50,345 CHF 52,156 CHF 100.00% 100.00%
09/07/2024 3.41% 0.28 CHF 0.29 CHF 175,100 175,100 170,841 170,841 49,327 CHF 51,035 CHF 99.73% 99.73%
08/07/2024 3.20% 0.30 CHF 0.31 CHF 172,600 172,600 171,888 171,888 52,828 CHF 54,547 CHF 100.00% 100.00%
05/07/2024 3.30% 0.30 CHF 0.31 CHF 175,800 175,800 175,087 175,087 52,141 CHF 53,891 CHF 99.81% 99.81%
04/07/2024 3.51% 0.29 CHF 0.30 CHF 181,300 181,300 183,810 183,810 51,519 CHF 53,358 CHF 100.00% 100.00%
03/07/2024 3.67% 0.28 CHF 0.29 CHF 197,600 197,600 202,213 202,213 54,177 CHF 56,199 CHF 100.00% 100.00%
02/07/2024 4.10% 0.24 CHF 0.25 CHF 208,500 208,500 207,640 207,640 49,592 CHF 51,668 CHF 99.99% 99.99%

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