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 2.87% 0.34 CHF 0.35 CHF 162,000 162,000 161,989 161,989 55,762 CHF 57,382 CHF 100.00% 100.00%
12/07/2024 3.02% 0.33 CHF 0.34 CHF 162,000 162,000 161,065 161,065 52,608 CHF 54,218 CHF 100.00% 100.00%
11/07/2024 2.72% 0.36 CHF 0.37 CHF 164,000 164,000 163,196 163,196 59,229 CHF 60,862 CHF 100.00% 100.00%
10/07/2024 2.84% 0.35 CHF 0.36 CHF 162,000 162,000 162,208 162,208 56,393 CHF 58,015 CHF 100.00% 100.00%
09/07/2024 2.95% 0.34 CHF 0.35 CHF 162,000 162,000 162,233 162,233 54,314 CHF 55,937 CHF 100.00% 100.00%
08/07/2024 3.81% 0.27 CHF 0.28 CHF 158,000 158,000 158,033 158,033 40,719 CHF 42,300 CHF 100.00% 100.00%
05/07/2024 3.64% 0.26 CHF 0.28 CHF 158,000 158,000 158,000 158,000 42,660 CHF 44,240 CHF 0.03% 99.81%
04/07/2024 3.79% 0.23 CHF 0.26 CHF 156,000 158,000 158,000 158,000 40,936 CHF 42,516 CHF 23.50% 99.49%
03/07/2024 3.55% 0.28 CHF 0.29 CHF 158,000 158,000 158,450 158,450 43,913 CHF 45,497 CHF 99.37% 99.37%
02/07/2024 3.21% 0.30 CHF 0.31 CHF 160,000 160,000 160,674 160,674 49,323 CHF 50,930 CHF 100.00% 100.00%

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