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 2.44% 0.65 CHF 0.66 CHF 150,700 150,700 73,975 73,975 46,013 CHF 47,032 CHF 99.06% 99.06%
12/07/2024 3.13% 0.61 CHF 0.62 CHF 180,800 180,800 91,782 91,782 47,828 CHF 49,102 CHF 100.00% 100.00%
11/07/2024 2.33% 0.57 CHF 0.58 CHF 135,600 135,600 63,578 63,578 40,898 CHF 41,776 CHF 100.00% 100.00%
10/07/2024 2.32% 0.67 CHF 0.68 CHF 135,900 135,900 66,438 66,438 43,695 CHF 44,614 CHF 100.00% 100.00%
09/07/2024 2.18% 0.58 CHF 0.59 CHF 160,300 160,300 76,128 76,128 50,450 CHF 51,493 CHF 98.82% 98.82%
08/07/2024 3.28% 0.53 CHF 0.54 CHF 224,800 224,800 109,392 109,392 54,470 CHF 55,991 CHF 100.00% 100.00%
05/07/2024 3.04% 0.39 CHF 0.40 CHF 276,200 276,200 135,024 135,024 45,250 CHF 46,602 CHF 98.96% 98.96%
04/07/2024 3.03% 0.32 CHF 0.33 CHF 96,700 96,700 96,700 96,700 31,462 CHF 32,429 CHF 99.44% 99.44%
03/07/2024 3.21% 0.31 CHF 0.32 CHF 285,800 285,800 139,980 139,980 43,635 CHF 45,037 CHF 99.64% 99.64%
02/07/2024 4.40% 0.28 CHF 0.30 CHF 314,600 314,600 152,613 152,613 43,935 CHF 45,756 CHF 100.00% 100.00%

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