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 2.64% 0.58 CHF 0.59 CHF 152,000 152,000 68,066 68,066 39,251 CHF 40,135 CHF 100.00% 100.00%
12/07/2024 2.86% 0.56 CHF 0.57 CHF 153,000 153,000 69,076 69,076 37,367 CHF 38,266 CHF 100.00% 100.00%
11/07/2024 2.98% 0.50 CHF 0.51 CHF 155,000 155,000 69,502 69,502 35,021 CHF 35,925 CHF 100.00% 100.00%
10/07/2024 2.74% 0.49 CHF 0.50 CHF 154,000 154,000 67,946 67,946 36,684 CHF 37,574 CHF 100.00% 100.00%
09/07/2024 2.45% 0.60 CHF 0.61 CHF 150,000 150,000 67,496 67,496 41,571 CHF 42,449 CHF 100.00% 100.00%
08/07/2024 2.36% 0.62 CHF 0.63 CHF 150,000 150,000 67,293 67,293 43,386 CHF 44,262 CHF 100.00% 100.00%
05/07/2024 2.39% 0.64 CHF 0.65 CHF 149,000 149,000 67,232 67,232 42,656 CHF 43,532 CHF 100.00% 100.00%
04/07/2024 2.39% 0.63 CHF 0.64 CHF 60,000 60,000 48,298 48,298 30,479 CHF 31,164 CHF 100.00% 100.00%
03/07/2024 2.48% 0.64 CHF 0.65 CHF 149,000 149,000 67,185 67,185 42,032 CHF 42,907 CHF 100.00% 100.00%
02/07/2024 2.83% 0.57 CHF 0.58 CHF 151,000 151,000 67,881 67,881 37,188 CHF 38,070 CHF 100.00% 100.00%

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