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 2.36% 0.65 CHF 0.66 CHF 230,000 230,000 73,897 73,897 47,420 CHF 48,281 CHF 98.81% 98.81%
12/07/2024 2.42% 0.64 CHF 0.65 CHF 230,000 230,000 73,267 73,267 46,925 CHF 47,781 CHF 100.00% 100.00%
11/07/2024 2.18% 0.69 CHF 0.70 CHF 225,000 225,000 70,445 70,445 50,171 CHF 50,995 CHF 99.97% 99.97%
10/07/2024 2.05% 0.71 CHF 0.72 CHF 220,000 220,000 70,223 70,223 51,954 CHF 52,774 CHF 99.90% 99.90%
09/07/2024 2.05% 0.79 CHF 0.80 CHF 215,000 215,000 69,255 69,255 53,425 CHF 54,235 CHF 99.98% 99.98%
08/07/2024 2.07% 0.73 CHF 0.74 CHF 220,000 220,000 70,317 70,317 52,339 CHF 53,160 CHF 99.98% 99.98%
05/07/2024 2.03% 0.75 CHF 0.76 CHF 220,000 220,000 69,950 69,950 52,372 CHF 53,189 CHF 99.71% 99.71%
04/07/2024 2.01% 0.73 CHF 0.74 CHF 44,000 44,000 32,355 32,355 24,178 CHF 24,618 CHF 94.02% 94.02%
03/07/2024 1.95% 0.76 CHF 0.77 CHF 220,000 220,000 69,149 69,149 53,841 CHF 54,651 CHF 99.52% 99.52%
02/07/2024 2.11% 0.77 CHF 0.78 CHF 215,000 215,000 69,100 69,100 51,833 CHF 52,639 CHF 99.99% 99.99%

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