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 2.10% 0.47 CHF 0.48 CHF 290,000 290,000 290,000 290,000 136,858 CHF 139,758 CHF 100.00% 100.00%
12/07/2024 1.93% 0.50 CHF 0.51 CHF 290,000 290,000 294,017 294,017 150,634 CHF 153,575 CHF 100.00% 100.00%
11/07/2024 1.84% 0.54 CHF 0.55 CHF 300,000 300,000 299,825 299,825 161,433 CHF 164,433 CHF 100.00% 100.00%
10/07/2024 1.69% 0.56 CHF 0.57 CHF 300,000 300,000 300,012 300,012 176,001 CHF 179,002 CHF 100.00% 100.00%
09/07/2024 1.65% 0.61 CHF 0.62 CHF 310,000 310,000 305,575 305,575 183,673 CHF 186,732 CHF 99.74% 99.74%
08/07/2024 1.60% 0.62 CHF 0.63 CHF 310,000 310,000 310,000 310,000 192,101 CHF 195,201 CHF 99.32% 99.32%
05/07/2024 1.65% 0.62 CHF 0.63 CHF 310,000 310,000 305,924 305,924 184,343 CHF 187,402 CHF 100.00% 100.00%
04/07/2024 1.56% 0.62 CHF 0.63 CHF 310,000 310,000 310,000 310,000 196,600 CHF 199,700 CHF 99.59% 99.59%
03/07/2024 1.70% 0.59 CHF 0.60 CHF 300,000 300,000 300,108 300,108 175,512 CHF 178,513 CHF 100.00% 100.00%
02/07/2024 1.72% 0.57 CHF 0.58 CHF 300,000 300,000 300,000 300,000 173,049 CHF 176,049 CHF 100.00% 100.00%

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