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 3.72% 0.27 CHF 0.28 CHF 162,000 162,000 161,989 161,989 42,758 CHF 44,378 CHF 100.00% 100.00%
12/07/2024 3.49% 0.28 CHF 0.29 CHF 162,000 162,000 161,065 161,065 45,437 CHF 47,047 CHF 100.00% 100.00%
11/07/2024 4.01% 0.25 CHF 0.26 CHF 164,000 164,000 163,192 163,192 40,015 CHF 41,648 CHF 100.00% 100.00%
10/07/2024 3.75% 0.26 CHF 0.27 CHF 162,000 162,000 162,208 162,208 42,447 CHF 44,070 CHF 100.00% 100.00%
09/07/2024 3.61% 0.26 CHF 0.27 CHF 162,000 162,000 162,233 162,233 44,138 CHF 45,761 CHF 100.00% 100.00%
08/07/2024 2.79% 0.34 CHF 0.35 CHF 158,000 158,000 158,033 158,033 55,792 CHF 57,372 CHF 100.00% 100.00%
05/07/2024 2.63% 0.35 CHF 0.36 CHF 158,000 158,000 156,442 156,442 58,715 CHF 60,280 CHF 99.81% 99.81%
04/07/2024 2.65% 0.39 CHF 0.40 CHF 156,000 156,000 157,206 157,206 58,629 CHF 60,201 CHF 99.49% 99.49%
03/07/2024 2.90% 0.34 CHF 0.35 CHF 158,000 158,000 158,450 158,450 53,821 CHF 55,405 CHF 99.35% 99.35%
02/07/2024 3.20% 0.31 CHF 0.32 CHF 160,000 160,000 160,675 160,675 49,421 CHF 51,028 CHF 100.00% 100.00%

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