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 5.62% 0.31 CHF 0.32 CHF 176,000 176,000 78,924 78,924 24,629 CHF 25,825 CHF 100.00% 100.00%
12/07/2024 5.32% 0.31 CHF 0.32 CHF 176,000 176,000 78,930 78,930 25,528 CHF 26,723 CHF 100.00% 100.00%
11/07/2024 4.98% 0.34 CHF 0.35 CHF 178,000 178,000 80,030 80,030 27,931 CHF 29,145 CHF 99.82% 99.82%
10/07/2024 4.98% 0.37 CHF 0.38 CHF 178,000 178,000 80,074 80,074 28,787 CHF 30,002 CHF 100.00% 100.00%
09/07/2024 5.14% 0.35 CHF 0.36 CHF 178,000 178,000 79,294 79,294 27,346 CHF 28,545 CHF 99.73% 99.73%
08/07/2024 5.58% 0.34 CHF 0.35 CHF 176,000 176,000 78,692 78,692 25,447 CHF 26,638 CHF 100.00% 100.00%
05/07/2024 5.35% 0.34 CHF 0.35 CHF 176,000 176,000 78,651 78,651 26,157 CHF 27,351 CHF 99.70% 99.70%
04/07/2024 6.00% 0.32 CHF 0.34 CHF 70,000 70,000 56,630 56,630 18,347 CHF 19,479 CHF 100.00% 100.00%
03/07/2024 5.26% 0.32 CHF 0.33 CHF 174,000 174,000 78,636 78,636 25,924 CHF 27,117 CHF 99.99% 99.99%
02/07/2024 5.24% 0.34 CHF 0.35 CHF 176,000 176,000 78,606 78,606 26,468 CHF 27,658 CHF 100.00% 100.00%

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