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 3.29% 0.30 CHF 0.31 CHF 131,300 131,300 131,520 131,520 39,313 CHF 40,628 CHF 100.00% 100.00%
12/07/2024 3.08% 0.32 CHF 0.33 CHF 128,000 128,000 127,472 127,472 40,761 CHF 42,036 CHF 100.00% 100.00%
11/07/2024 3.21% 0.32 CHF 0.33 CHF 126,700 126,700 127,097 127,097 38,961 CHF 40,232 CHF 100.00% 100.00%
10/07/2024 3.01% 0.32 CHF 0.33 CHF 127,800 127,800 127,293 127,293 41,681 CHF 42,954 CHF 100.00% 100.00%
09/07/2024 2.86% 0.32 CHF 0.33 CHF 108,900 108,900 108,370 108,370 37,383 CHF 38,466 CHF 100.00% 100.00%
08/07/2024 2.49% 0.40 CHF 0.41 CHF 95,400 95,400 95,007 95,007 37,755 CHF 38,705 CHF 100.00% 100.00%
05/07/2024 2.34% 0.44 CHF 0.45 CHF 117,200 117,200 118,483 118,483 50,143 CHF 51,328 CHF 99.23% 99.23%
04/07/2024 3.03% 0.34 CHF 0.35 CHF 196,000 196,000 197,900 197,900 64,497 CHF 66,476 CHF 99.49% 99.49%
03/07/2024 5.40% 0.19 CHF 0.20 CHF 253,200 253,200 254,779 254,779 45,928 CHF 48,476 CHF 99.35% 99.35%
02/07/2024 6.66% 0.14 CHF 0.16 CHF 243,700 243,700 242,995 242,995 35,295 CHF 37,725 CHF 100.00% 100.00%

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