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 4.02% 0.26 CHF 0.27 CHF 170,000 170,000 173,974 173,974 43,312 CHF 45,053 CHF 100.00% 100.00%
12/07/2024 3.66% 0.28 CHF 0.28 CHF 170,000 170,000 168,290 168,290 46,052 CHF 47,737 CHF 100.00% 100.00%
11/07/2024 3.41% 0.28 CHF 0.28 CHF 170,000 170,000 168,289 168,289 49,487 CHF 51,172 CHF 99.94% 99.94%
10/07/2024 3.41% 0.30 CHF 0.31 CHF 170,000 170,000 169,013 169,013 49,716 CHF 51,408 CHF 100.00% 100.00%
09/07/2024 3.32% 0.30 CHF 0.31 CHF 160,000 160,000 158,033 158,033 47,995 CHF 49,581 CHF 100.00% 100.00%
08/07/2024 2.88% 0.33 CHF 0.34 CHF 170,000 170,000 167,783 167,783 58,929 CHF 60,612 CHF 99.99% 99.99%
05/07/2024 3.08% 0.32 CHF 0.33 CHF 170,000 170,000 168,265 168,265 54,848 CHF 56,533 CHF 100.00% 100.00%
04/07/2024 3.07% 0.33 CHF 0.34 CHF 170,000 170,000 168,290 168,290 55,119 CHF 56,803 CHF 100.00% 100.00%
03/07/2024 3.07% 0.32 CHF 0.33 CHF 180,000 180,000 178,189 178,189 58,453 CHF 60,237 CHF 100.00% 100.00%
02/07/2024 3.09% 0.31 CHF 0.32 CHF 170,000 170,000 168,290 168,290 54,842 CHF 56,526 CHF 100.00% 100.00%

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