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 2.03% 0.49 CHF 0.50 CHF 235,000 235,000 234,828 234,828 114,554 CHF 116,903 CHF 99.48% 99.48%
12/07/2024 2.03% 0.48 CHF 0.49 CHF 235,000 235,000 236,273 236,273 115,133 CHF 117,495 CHF 100.00% 100.00%
11/07/2024 1.96% 0.50 CHF 0.51 CHF 240,000 240,000 238,886 238,886 120,794 CHF 123,184 CHF 100.00% 100.00%
10/07/2024 1.87% 0.51 CHF 0.52 CHF 240,000 240,000 241,798 241,798 128,182 CHF 130,600 CHF 100.00% 100.00%
09/07/2024 1.92% 0.52 CHF 0.53 CHF 240,000 240,000 239,380 239,380 123,676 CHF 126,070 CHF 100.00% 100.00%
08/07/2024 1.96% 0.51 CHF 0.52 CHF 240,000 240,000 239,010 239,010 121,036 CHF 123,426 CHF 99.99% 99.99%
05/07/2024 2.01% 0.51 CHF 0.52 CHF 240,000 240,000 238,562 238,562 117,511 CHF 119,897 CHF 99.82% 99.82%
04/07/2024 1.99% 0.49 CHF 0.50 CHF 240,000 240,000 238,846 238,846 118,711 CHF 121,099 CHF 99.50% 99.50%
03/07/2024 1.94% 0.51 CHF 0.52 CHF 240,000 240,000 238,991 238,991 121,970 CHF 124,360 CHF 98.08% 98.08%
02/07/2024 1.83% 0.54 CHF 0.55 CHF 245,000 245,000 243,987 243,987 131,895 CHF 134,334 CHF 100.00% 100.00%

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