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 2.21% 0.45 CHF 0.46 CHF 235,000 235,000 234,828 234,828 105,096 CHF 107,444 CHF 100.00% 100.00%
12/07/2024 2.21% 0.46 CHF 0.47 CHF 235,000 235,000 236,272 236,272 105,606 CHF 107,969 CHF 100.00% 100.00%
11/07/2024 2.31% 0.44 CHF 0.45 CHF 240,000 240,000 238,881 238,881 102,396 CHF 104,786 CHF 100.00% 100.00%
10/07/2024 2.46% 0.42 CHF 0.43 CHF 240,000 240,000 241,797 241,797 97,314 CHF 99,732 CHF 100.00% 100.00%
09/07/2024 2.37% 0.42 CHF 0.43 CHF 240,000 240,000 239,380 239,380 99,638 CHF 102,032 CHF 100.00% 100.00%
08/07/2024 2.32% 0.43 CHF 0.44 CHF 240,000 240,000 239,010 239,010 101,944 CHF 104,334 CHF 100.00% 100.00%
05/07/2024 2.23% 0.43 CHF 0.44 CHF 240,000 240,000 238,562 238,562 105,671 CHF 108,056 CHF 99.81% 99.81%
04/07/2024 2.25% 0.44 CHF 0.45 CHF 240,000 240,000 238,750 238,750 104,929 CHF 107,317 CHF 92.00% 92.00%
03/07/2024 2.32% 0.42 CHF 0.43 CHF 240,000 240,000 238,922 238,922 101,770 CHF 104,159 CHF 91.76% 91.76%
02/07/2024 2.52% 0.39 CHF 0.40 CHF 245,000 245,000 243,988 243,988 95,705 CHF 98,145 CHF 100.00% 100.00%

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