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 1.87% 0.53 CHF 0.54 CHF 644,700 644,700 357,886 357,886 193,571 CHF 197,157 CHF 98.88% 98.88%
12/07/2024 1.68% 0.57 CHF 0.58 CHF 612,100 612,100 341,787 341,787 204,432 CHF 207,856 CHF 99.99% 99.99%
11/07/2024 1.78% 0.62 CHF 0.63 CHF 704,300 704,300 378,854 378,854 219,671 CHF 223,483 CHF 100.00% 100.00%
10/07/2024 1.69% 0.59 CHF 0.60 CHF 622,500 622,500 345,601 345,601 206,540 CHF 210,006 CHF 99.89% 99.89%
09/07/2024 1.64% 0.62 CHF 0.63 CHF 619,700 619,700 342,542 342,542 211,934 CHF 215,366 CHF 99.43% 99.43%
08/07/2024 1.61% 0.64 CHF 0.65 CHF 609,000 609,000 335,995 335,995 213,341 CHF 216,709 CHF 100.00% 100.00%
05/07/2024 1.47% 0.66 CHF 0.67 CHF 545,300 545,300 303,604 303,604 207,961 CHF 211,003 CHF 99.35% 99.35%
04/07/2024 1.41% 0.70 CHF 0.71 CHF 276,400 276,400 246,982 246,982 173,338 CHF 175,808 CHF 99.50% 99.50%
03/07/2024 1.40% 0.71 CHF 0.72 CHF 544,300 544,300 299,782 299,782 215,843 CHF 218,846 CHF 99.36% 99.36%
02/07/2024 1.32% 0.72 CHF 0.73 CHF 494,500 494,500 278,666 278,666 213,097 CHF 215,889 CHF 100.00% 100.00%

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