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 2.53% 0.46 CHF 0.47 CHF 359,200 359,200 166,650 166,650 68,606 CHF 70,276 CHF 100.00% 100.00%
12/07/2024 3.22% 0.32 CHF 0.33 CHF 424,800 424,800 190,124 190,124 59,626 CHF 61,531 CHF 100.00% 100.00%
11/07/2024 2.90% 0.36 CHF 0.37 CHF 380,100 380,100 169,970 169,970 59,963 CHF 61,668 CHF 100.00% 100.00%
10/07/2024 2.88% 0.32 CHF 0.33 CHF 392,900 392,900 170,218 170,218 58,479 CHF 60,185 CHF 100.00% 100.00%
09/07/2024 2.83% 0.34 CHF 0.35 CHF 374,500 374,500 167,652 167,652 59,215 CHF 60,895 CHF 100.00% 100.00%
08/07/2024 2.77% 0.34 CHF 0.35 CHF 358,000 358,000 157,197 157,197 55,953 CHF 57,527 CHF 100.00% 100.00%
05/07/2024 3.53% 0.33 CHF 0.34 CHF 351,600 351,600 163,437 163,437 47,507 CHF 49,146 CHF 99.63% 99.63%
04/07/2024 3.02% 0.32 CHF 0.33 CHF 146,300 146,300 114,114 114,114 37,183 CHF 38,325 CHF 100.00% 100.00%
03/07/2024 2.80% 0.36 CHF 0.37 CHF 339,400 339,400 150,583 150,583 55,243 CHF 56,761 CHF 99.88% 99.88%
02/07/2024 2.46% 0.41 CHF 0.42 CHF 300,500 300,500 134,436 134,436 55,426 CHF 56,774 CHF 99.99% 99.99%

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