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 3.83% 0.25 CHF 0.26 CHF 285,000 285,000 283,704 283,704 72,727 CHF 75,564 CHF 100.00% 100.00%
12/07/2024 3.53% 0.29 CHF 0.30 CHF 280,000 280,000 278,814 278,814 77,721 CHF 80,509 CHF 100.00% 100.00%
11/07/2024 3.83% 0.27 CHF 0.28 CHF 280,000 280,000 283,277 283,277 72,660 CHF 75,495 CHF 100.00% 100.00%
10/07/2024 4.53% 0.25 CHF 0.26 CHF 285,000 285,000 289,757 289,757 63,041 CHF 65,938 CHF 100.00% 100.00%
09/07/2024 4.75% 0.20 CHF 0.21 CHF 295,000 295,000 292,207 292,207 60,079 CHF 63,001 CHF 100.00% 100.00%
08/07/2024 4.78% 0.20 CHF 0.21 CHF 295,000 295,000 293,665 293,665 60,003 CHF 62,939 CHF 99.99% 99.99%
05/07/2024 4.43% 0.21 CHF 0.22 CHF 295,000 295,000 289,681 289,681 63,963 CHF 66,860 CHF 99.81% 99.81%
04/07/2024 4.54% 0.22 CHF 0.23 CHF 290,000 290,000 289,725 289,725 62,476 CHF 65,373 CHF 99.49% 99.49%
03/07/2024 4.28% 0.23 CHF 0.24 CHF 290,000 290,000 288,797 288,797 66,053 CHF 68,941 CHF 99.35% 99.35%
02/07/2024 4.78% 0.21 CHF 0.22 CHF 295,000 295,000 293,677 293,677 59,963 CHF 62,900 CHF 100.00% 100.00%

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