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 2.74% 0.34 CHF 0.35 CHF 114,000 114,000 113,481 113,481 40,891 CHF 42,026 CHF 100.00% 100.00%
12/07/2024 2.36% 0.45 CHF 0.46 CHF 112,000 112,000 111,526 111,526 46,799 CHF 47,914 CHF 100.00% 100.00%
11/07/2024 2.73% 0.40 CHF 0.41 CHF 112,000 112,000 113,314 113,314 41,121 CHF 42,255 CHF 100.00% 100.00%
10/07/2024 3.77% 0.34 CHF 0.35 CHF 114,000 114,000 115,903 115,903 31,042 CHF 32,201 CHF 100.00% 100.00%
09/07/2024 4.12% 0.23 CHF 0.24 CHF 118,000 118,000 116,883 116,883 27,885 CHF 29,054 CHF 100.00% 100.00%
08/07/2024 4.16% 0.22 CHF 0.23 CHF 118,000 118,000 117,466 117,466 27,673 CHF 28,848 CHF 100.00% 100.00%
05/07/2024 3.59% 0.24 CHF 0.25 CHF 118,000 118,000 115,872 115,872 31,835 CHF 32,993 CHF 99.81% 99.81%
04/07/2024 3.76% 0.27 CHF 0.28 CHF 116,000 116,000 115,890 115,890 30,337 CHF 31,496 CHF 99.49% 99.49%
03/07/2024 3.34% 0.29 CHF 0.30 CHF 116,000 116,000 115,519 115,519 34,067 CHF 35,222 CHF 99.36% 99.36%
02/07/2024 4.15% 0.25 CHF 0.26 CHF 118,000 118,000 117,471 117,471 27,758 CHF 28,933 CHF 100.00% 100.00%

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