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 3.18% 0.48 CHF 0.49 CHF 152,000 152,000 68,064 68,064 32,802 CHF 33,686 CHF 100.00% 100.00%
12/07/2024 2.90% 0.50 CHF 0.51 CHF 153,000 153,000 69,072 69,072 35,903 CHF 36,802 CHF 100.00% 100.00%
11/07/2024 2.77% 0.56 CHF 0.57 CHF 155,000 155,000 69,490 69,490 38,792 CHF 39,695 CHF 99.99% 99.99%
10/07/2024 3.16% 0.57 CHF 0.58 CHF 154,000 154,000 67,942 67,942 35,692 CHF 36,582 CHF 100.00% 100.00%
09/07/2024 3.45% 0.46 CHF 0.47 CHF 150,000 150,000 67,494 67,494 30,330 CHF 31,208 CHF 100.00% 100.00%
08/07/2024 3.65% 0.44 CHF 0.45 CHF 150,000 150,000 67,293 67,293 28,410 CHF 29,286 CHF 100.00% 100.00%
05/07/2024 3.53% 0.43 CHF 0.44 CHF 149,000 149,000 67,230 67,230 29,339 CHF 30,214 CHF 100.00% 100.00%
04/07/2024 3.41% 0.44 CHF 0.45 CHF 60,000 60,000 48,297 48,297 21,278 CHF 21,963 CHF 100.00% 100.00%
03/07/2024 3.32% 0.44 CHF 0.45 CHF 149,000 149,000 67,185 67,185 30,295 CHF 31,170 CHF 100.00% 100.00%
02/07/2024 2.84% 0.51 CHF 0.52 CHF 151,000 151,000 67,878 67,878 36,057 CHF 36,939 CHF 100.00% 100.00%

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