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 4.66% 0.22 CHF 0.23 CHF 384,000 384,000 382,255 382,255 80,078 CHF 83,901 CHF 100.00% 100.00%
12/07/2024 5.11% 0.18 CHF 0.19 CHF 334,100 334,100 332,686 332,686 63,538 CHF 66,865 CHF 100.00% 100.00%
11/07/2024 4.57% 0.20 CHF 0.21 CHF 284,800 284,800 288,339 288,339 61,738 CHF 64,621 CHF 100.00% 100.00%
10/07/2024 3.79% 0.23 CHF 0.24 CHF 237,600 237,600 241,598 241,598 63,307 CHF 65,723 CHF 100.00% 100.00%
09/07/2024 3.54% 0.28 CHF 0.29 CHF 231,500 231,500 229,315 229,315 63,695 CHF 65,988 CHF 100.00% 100.00%
08/07/2024 3.50% 0.29 CHF 0.30 CHF 245,900 245,900 244,788 244,788 68,695 CHF 71,143 CHF 100.00% 100.00%
05/07/2024 3.77% 0.28 CHF 0.29 CHF 257,700 257,700 253,105 253,105 66,044 CHF 68,575 CHF 99.81% 99.81%
04/07/2024 3.67% 0.27 CHF 0.28 CHF 260,800 260,800 260,548 260,548 69,732 CHF 72,338 CHF 99.49% 99.49%
03/07/2024 3.91% 0.26 CHF 0.27 CHF 249,900 249,900 248,863 248,863 62,431 CHF 64,919 CHF 99.35% 99.35%
02/07/2024 3.50% 0.28 CHF 0.29 CHF 283,500 283,500 282,230 282,230 79,339 CHF 82,161 CHF 100.00% 100.00%

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