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 2.42% 0.39 CHF 0.40 CHF 183,400 183,400 182,393 182,393 74,389 CHF 76,213 CHF 100.00% 100.00%
12/07/2024 2.41% 0.42 CHF 0.43 CHF 185,600 185,600 185,576 185,576 76,207 CHF 78,063 CHF 100.00% 100.00%
11/07/2024 2.56% 0.41 CHF 0.42 CHF 201,800 201,800 202,523 202,523 78,202 CHF 80,227 CHF 100.00% 100.00%
10/07/2024 2.78% 0.36 CHF 0.37 CHF 209,400 209,400 208,538 208,538 73,963 CHF 76,048 CHF 100.00% 100.00%
09/07/2024 2.60% 0.37 CHF 0.38 CHF 203,500 203,500 196,583 196,583 74,651 CHF 76,617 CHF 99.74% 99.74%
08/07/2024 2.48% 0.39 CHF 0.40 CHF 187,800 187,800 187,020 187,020 74,363 CHF 76,233 CHF 99.30% 99.30%
05/07/2024 2.39% 0.41 CHF 0.42 CHF 187,700 187,700 186,926 186,926 77,134 CHF 79,004 CHF 100.00% 100.00%
04/07/2024 2.48% 0.41 CHF 0.42 CHF 192,700 192,700 191,902 191,902 76,561 CHF 78,480 CHF 99.63% 99.63%
03/07/2024 2.55% 0.39 CHF 0.40 CHF 197,400 197,400 198,356 198,356 76,767 CHF 78,751 CHF 100.00% 100.00%
02/07/2024 2.61% 0.37 CHF 0.38 CHF 198,600 198,600 197,164 197,164 74,606 CHF 76,578 CHF 100.00% 100.00%

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