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 2.49% 0.34 CHF 0.35 CHF 137,800 137,800 138,188 138,188 54,854 CHF 56,236 CHF 100.00% 100.00%
12/07/2024 2.43% 0.39 CHF 0.40 CHF 138,300 138,300 152,869 152,869 62,196 CHF 63,724 CHF 100.00% 100.00%
11/07/2024 2.48% 0.37 CHF 0.38 CHF 157,300 157,300 148,096 148,096 59,247 CHF 60,728 CHF 71.56% 71.56%
10/07/2024 2.37% 0.42 CHF 0.43 CHF 143,400 143,400 142,552 142,552 59,405 CHF 60,831 CHF 99.38% 99.38%
09/07/2024 2.47% 0.46 CHF 0.47 CHF 142,300 142,300 154,192 154,192 61,757 CHF 63,299 CHF 99.99% 99.99%
08/07/2024 2.74% 0.38 CHF 0.39 CHF 157,900 157,900 174,337 174,337 62,739 CHF 64,482 CHF 100.00% 100.00%
05/07/2024 2.80% 0.31 CHF 0.32 CHF 179,600 179,600 166,439 166,439 58,772 CHF 60,436 CHF 100.00% 100.00%
04/07/2024 2.71% 0.38 CHF 0.39 CHF 162,400 162,400 150,442 150,442 54,710 CHF 56,214 CHF 100.00% 100.00%
03/07/2024 2.47% 0.39 CHF 0.40 CHF 146,700 146,700 139,554 139,554 55,805 CHF 57,200 CHF 100.00% 100.00%
02/07/2024 2.25% 0.39 CHF 0.40 CHF 137,700 137,700 129,277 129,277 56,948 CHF 58,241 CHF 99.96% 99.96%

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