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 3.39% 0.29 CHF 0.30 CHF 184,900 184,900 185,116 185,116 53,765 CHF 55,616 CHF 100.00% 100.00%
12/07/2024 2.58% 0.41 CHF 0.42 CHF 194,200 194,200 194,200 194,200 74,458 CHF 76,400 CHF 100.00% 100.00%
11/07/2024 2.69% 0.37 CHF 0.38 CHF 213,400 213,400 214,628 214,628 78,732 CHF 80,879 CHF 99.83% 99.83%
10/07/2024 3.16% 0.33 CHF 0.34 CHF 233,200 233,200 233,200 233,200 72,726 CHF 75,058 CHF 100.00% 100.00%
09/07/2024 3.04% 0.30 CHF 0.31 CHF 231,300 231,300 231,044 231,044 75,001 CHF 77,314 CHF 99.73% 99.73%
08/07/2024 3.02% 0.31 CHF 0.32 CHF 212,900 212,900 212,900 212,900 69,426 CHF 71,555 CHF 99.99% 99.99%
05/07/2024 2.72% 0.34 CHF 0.35 CHF 204,800 204,800 200,804 200,804 72,826 CHF 74,834 CHF 99.81% 99.81%
04/07/2024 2.73% 0.36 CHF 0.37 CHF 201,200 201,200 199,294 199,294 72,083 CHF 74,076 CHF 100.00% 100.00%
03/07/2024 2.65% 0.36 CHF 0.37 CHF 199,100 199,100 194,964 194,964 72,677 CHF 74,627 CHF 100.00% 100.00%
02/07/2024 2.68% 0.37 CHF 0.38 CHF 198,800 198,800 200,419 200,419 73,702 CHF 75,706 CHF 99.99% 99.99%

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