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 4.82% 0.20 CHF 0.21 CHF 668,500 668,500 383,145 383,145 78,841 CHF 82,680 CHF 100.00% 100.00%
12/07/2024 4.91% 0.21 CHF 0.22 CHF 713,100 713,100 391,750 391,750 79,870 CHF 83,795 CHF 100.00% 100.00%
11/07/2024 5.70% 0.21 CHF 0.22 CHF 877,000 877,000 468,141 468,141 83,441 CHF 88,131 CHF 100.00% 100.00%
10/07/2024 5.38% 0.19 CHF 0.20 CHF 733,800 733,800 404,687 404,687 74,640 CHF 78,694 CHF 100.00% 100.00%
09/07/2024 5.89% 0.18 CHF 0.19 CHF 831,000 831,000 458,274 458,274 78,008 CHF 82,600 CHF 100.00% 100.00%
08/07/2024 6.00% 0.17 CHF 0.18 CHF 855,200 855,200 471,494 471,494 78,479 CHF 83,203 CHF 100.00% 100.00%
05/07/2024 5.38% 0.17 CHF 0.18 CHF 745,400 745,400 411,047 411,047 74,953 CHF 79,071 CHF 100.00% 100.00%
04/07/2024 5.19% 0.19 CHF 0.20 CHF 372,700 372,700 333,097 333,097 62,517 CHF 65,848 CHF 100.00% 100.00%
03/07/2024 5.08% 0.19 CHF 0.20 CHF 724,600 724,600 403,194 403,194 78,917 CHF 82,956 CHF 96.78% 96.78%
02/07/2024 4.76% 0.21 CHF 0.22 CHF 689,300 689,300 380,114 380,114 79,229 CHF 83,038 CHF 99.99% 99.99%

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