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 5.24% 0.19 CHF 0.20 CHF 146,000 146,000 139,726 139,726 26,055 CHF 27,452 CHF 100.00% 100.00%
12/07/2024 5.90% 0.16 CHF 0.17 CHF 142,000 142,000 138,304 138,304 22,757 CHF 24,140 CHF 100.00% 100.00%
11/07/2024 5.91% 0.17 CHF 0.18 CHF 142,000 142,000 138,241 138,241 22,778 CHF 24,162 CHF 100.00% 100.00%
10/07/2024 5.71% 0.17 CHF 0.18 CHF 142,000 142,000 139,500 139,500 23,740 CHF 25,135 CHF 100.00% 100.00%
09/07/2024 5.94% 0.18 CHF 0.19 CHF 146,000 146,000 139,287 139,287 22,812 CHF 24,205 CHF 100.00% 100.00%
08/07/2024 6.08% 0.17 CHF 0.18 CHF 142,000 142,000 138,308 138,308 22,056 CHF 23,439 CHF 100.00% 100.00%
05/07/2024 6.58% 0.16 CHF 0.17 CHF 142,000 142,000 138,293 138,293 20,328 CHF 21,711 CHF 99.81% 99.81%
04/07/2024 6.12% 0.16 CHF 0.17 CHF 142,000 142,000 138,291 138,291 21,939 CHF 23,322 CHF 99.49% 99.49%
03/07/2024 5.67% 0.17 CHF 0.18 CHF 142,000 142,000 141,325 141,325 24,272 CHF 25,685 CHF 99.35% 99.35%
02/07/2024 4.54% 0.20 CHF 0.21 CHF 146,000 146,000 145,930 145,930 31,431 CHF 32,890 CHF 100.00% 100.00%

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