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 1.43% 0.71 CHF 0.72 CHF 363,600 363,600 158,909 158,909 113,665 CHF 115,257 CHF 99.97% 99.97%
12/07/2024 1.38% 0.66 CHF 0.67 CHF 361,200 361,200 160,879 160,879 116,410 CHF 118,022 CHF 99.99% 99.99%
11/07/2024 1.45% 0.73 CHF 0.74 CHF 387,800 387,800 168,306 168,306 119,384 CHF 121,077 CHF 100.00% 100.00%
10/07/2024 1.28% 0.73 CHF 0.74 CHF 315,800 315,800 139,144 139,144 106,767 CHF 108,163 CHF 100.00% 100.00%
09/07/2024 1.27% 0.83 CHF 0.84 CHF 341,000 341,000 147,539 147,539 119,837 CHF 121,316 CHF 99.74% 99.74%
08/07/2024 1.12% 0.90 CHF 0.91 CHF 281,200 281,200 122,481 122,481 109,698 CHF 110,925 CHF 100.00% 100.00%
05/07/2024 0.90% 0.97 CHF 0.98 CHF 219,500 219,500 98,446 98,446 107,725 CHF 108,712 CHF 99.38% 99.38%
04/07/2024 0.84% 1.20 CHF 1.21 CHF 80,400 80,400 68,329 68,329 80,518 CHF 81,201 CHF 97.59% 97.59%
03/07/2024 0.86% 1.18 CHF 1.19 CHF 232,700 232,700 101,105 101,105 120,281 CHF 121,294 CHF 99.02% 99.02%
02/07/2024 0.70% 1.38 CHF 1.39 CHF 191,400 191,400 83,315 83,315 119,014 CHF 119,848 CHF 99.98% 99.98%

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