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 2.97% 0.65 CHF 0.66 CHF 275,100 275,100 107,152 107,152 66,744 CHF 68,296 CHF 99.99% 99.99%
12/07/2024 3.25% 0.60 CHF 0.61 CHF 305,100 305,100 134,078 134,078 75,625 CHF 77,643 CHF 100.00% 100.00%
11/07/2024 3.01% 0.55 CHF 0.56 CHF 269,500 269,500 122,769 122,769 70,185 CHF 72,049 CHF 99.99% 99.99%
10/07/2024 2.82% 0.62 CHF 0.63 CHF 257,200 257,200 115,026 115,026 72,189 CHF 73,931 CHF 99.90% 99.90%
09/07/2024 2.79% 0.65 CHF 0.66 CHF 251,800 251,800 113,671 113,671 73,272 CHF 74,988 CHF 99.73% 99.73%
08/07/2024 2.69% 0.66 CHF 0.67 CHF 247,200 247,200 109,378 109,378 71,357 CHF 73,019 CHF 99.31% 99.31%
05/07/2024 2.60% 0.67 CHF 0.68 CHF 241,800 241,800 108,183 108,183 74,159 CHF 75,798 CHF 99.89% 99.89%
04/07/2024 2.90% 0.68 CHF 0.70 CHF 96,800 96,800 77,569 77,569 52,623 CHF 54,174 CHF 99.61% 99.61%
03/07/2024 2.89% 0.70 CHF 0.71 CHF 264,700 264,700 110,704 110,704 72,379 CHF 74,097 CHF 100.00% 100.00%
02/07/2024 2.93% 0.63 CHF 0.64 CHF 272,500 272,500 121,372 121,372 74,429 CHF 76,265 CHF 99.99% 99.99%

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