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 3.35% 0.45 CHF 0.46 CHF 152,000 152,000 68,067 68,067 31,197 CHF 32,081 CHF 100.00% 100.00%
12/07/2024 3.05% 0.48 CHF 0.49 CHF 153,000 153,000 69,073 69,073 34,065 CHF 34,964 CHF 100.00% 100.00%
11/07/2024 2.91% 0.54 CHF 0.55 CHF 155,000 155,000 69,495 69,495 36,951 CHF 37,854 CHF 99.99% 99.99%
10/07/2024 3.32% 0.55 CHF 0.56 CHF 154,000 154,000 67,985 67,985 34,029 CHF 34,918 CHF 99.69% 99.69%
09/07/2024 3.65% 0.44 CHF 0.45 CHF 150,000 150,000 67,495 67,495 28,691 CHF 29,569 CHF 100.00% 100.00%
08/07/2024 3.88% 0.42 CHF 0.43 CHF 150,000 150,000 67,314 67,314 26,763 CHF 27,640 CHF 99.72% 99.72%
05/07/2024 3.75% 0.41 CHF 0.42 CHF 149,000 149,000 67,231 67,231 27,648 CHF 28,523 CHF 100.00% 100.00%
04/07/2024 3.59% 0.41 CHF 0.42 CHF 60,000 60,000 48,298 48,298 20,215 CHF 20,900 CHF 100.00% 100.00%
03/07/2024 3.50% 0.41 CHF 0.42 CHF 149,000 149,000 67,185 67,185 28,587 CHF 29,462 CHF 100.00% 100.00%
02/07/2024 2.98% 0.48 CHF 0.49 CHF 151,000 151,000 67,835 67,835 34,327 CHF 35,209 CHF 99.95% 99.95%

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