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 8.18% 0.11 CHF 0.12 CHF 846,500 846,500 846,500 846,500 99,389 CHF 107,854 CHF 100.00% 100.00%
12/07/2024 8.00% 0.12 CHF 0.13 CHF 845,200 845,200 845,200 845,200 101,426 CHF 109,878 CHF 100.00% 100.00%
11/07/2024 8.03% 0.12 CHF 0.13 CHF 865,500 865,500 865,500 865,500 103,464 CHF 112,119 CHF 100.00% 100.00%
10/07/2024 8.27% 0.12 CHF 0.13 CHF 871,500 871,500 871,500 871,500 101,094 CHF 109,809 CHF 100.00% 100.00%
09/07/2024 8.21% 0.12 CHF 0.13 CHF 878,700 878,700 878,700 878,700 102,657 CHF 111,444 CHF 99.74% 99.74%
08/07/2024 8.08% 0.12 CHF 0.13 CHF 838,600 838,600 838,600 838,600 99,654 CHF 108,040 CHF 99.31% 99.31%
05/07/2024 8.03% 0.12 CHF 0.13 CHF 865,900 865,900 865,900 865,900 103,550 CHF 112,209 CHF 100.00% 100.00%
04/07/2024 8.28% 0.12 CHF 0.13 CHF 899,700 899,700 899,700 899,700 104,212 CHF 113,209 CHF 99.63% 99.63%
03/07/2024 8.83% 0.11 CHF 0.12 CHF 961,000 961,000 962,602 962,602 104,283 CHF 113,909 CHF 100.00% 100.00%
02/07/2024 9.90% 0.10 CHF 0.11 CHF 1,025,000 1,025,000 1,025,000 1,025,000 98,476 CHF 108,726 CHF 100.00% 100.00%

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