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 4.50% 0.21 CHF 0.22 CHF 313,400 313,400 312,110 312,110 67,971 CHF 71,093 CHF 100.00% 100.00%
12/07/2024 5.14% 0.20 CHF 0.21 CHF 364,300 364,300 369,311 369,311 69,980 CHF 73,673 CHF 100.00% 100.00%
11/07/2024 6.21% 0.17 CHF 0.18 CHF 433,700 433,700 431,910 431,910 67,528 CHF 71,847 CHF 99.83% 99.83%
10/07/2024 7.00% 0.15 CHF 0.16 CHF 504,700 504,700 511,946 511,946 70,628 CHF 75,747 CHF 100.00% 100.00%
09/07/2024 7.28% 0.13 CHF 0.14 CHF 480,100 480,100 476,086 476,086 63,102 CHF 67,863 CHF 99.74% 99.74%
08/07/2024 6.58% 0.14 CHF 0.15 CHF 436,900 436,900 435,455 435,455 64,047 CHF 68,402 CHF 100.00% 100.00%
05/07/2024 6.40% 0.14 CHF 0.16 CHF 447,600 447,600 445,751 445,751 67,494 CHF 71,951 CHF 99.81% 99.81%
04/07/2024 7.25% 0.14 CHF 0.15 CHF 467,200 467,200 484,880 484,880 64,463 CHF 69,312 CHF 100.00% 100.00%
03/07/2024 7.20% 0.14 CHF 0.14 CHF 520,000 520,000 511,303 511,303 68,496 CHF 73,609 CHF 100.00% 100.00%
02/07/2024 8.43% 0.12 CHF 0.13 CHF 460,600 460,600 459,130 459,130 52,572 CHF 57,163 CHF 99.42% 99.42%

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