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 1.88% 0.52 CHF 0.53 CHF 216,100 216,100 95,935 95,935 51,084 CHF 52,045 CHF 99.97% 99.97%
12/07/2024 1.93% 0.55 CHF 0.56 CHF 221,500 221,500 99,439 99,439 52,853 CHF 53,850 CHF 100.00% 100.00%
11/07/2024 1.92% 0.54 CHF 0.55 CHF 215,300 215,300 96,085 96,085 51,321 CHF 52,288 CHF 100.00% 100.00%
10/07/2024 1.89% 0.52 CHF 0.53 CHF 213,900 213,900 95,777 95,777 50,903 CHF 51,862 CHF 100.00% 100.00%
09/07/2024 1.85% 0.52 CHF 0.53 CHF 208,700 208,700 93,658 93,658 50,193 CHF 51,131 CHF 100.00% 100.00%
08/07/2024 1.79% 0.54 CHF 0.55 CHF 204,000 204,000 91,239 91,239 51,442 CHF 52,356 CHF 99.99% 99.99%
05/07/2024 1.72% 0.57 CHF 0.58 CHF 192,300 192,300 85,850 85,850 49,693 CHF 50,553 CHF 99.81% 99.81%
04/07/2024 1.67% 0.60 CHF 0.61 CHF 76,900 76,900 61,394 61,394 36,538 CHF 37,152 CHF 99.44% 99.44%
03/07/2024 1.74% 0.60 CHF 0.61 CHF 198,100 198,100 89,374 89,374 52,418 CHF 53,314 CHF 99.98% 99.98%
02/07/2024 1.79% 0.53 CHF 0.54 CHF 201,900 201,900 87,122 87,122 48,513 CHF 49,386 CHF 100.00% 100.00%

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