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 8.23% 0.12 CHF 0.13 CHF 857,000 857,000 371,538 371,538 43,740 CHF 47,462 CHF 100.00% 100.00%
12/07/2024 8.48% 0.12 CHF 0.13 CHF 887,200 887,200 397,081 397,081 45,816 CHF 49,795 CHF 99.99% 99.99%
11/07/2024 8.84% 0.11 CHF 0.12 CHF 973,700 973,700 426,093 426,093 47,020 CHF 51,289 CHF 98.68% 98.68%
10/07/2024 10.08% 0.10 CHF 0.11 CHF 1,059,600 1,059,600 474,340 474,340 46,203 CHF 50,955 CHF 100.00% 100.00%
09/07/2024 9.95% 0.09 CHF 0.10 CHF 1,026,800 1,026,800 460,186 460,186 43,725 CHF 48,335 CHF 99.74% 99.74%
08/07/2024 9.71% 0.10 CHF 0.11 CHF 1,007,000 1,007,000 452,134 452,134 45,029 CHF 49,558 CHF 99.28% 99.28%
05/07/2024 10.16% 0.10 CHF 0.11 CHF 1,056,000 1,056,000 472,247 472,247 45,126 CHF 49,857 CHF 99.90% 99.90%
04/07/2024 9.79% 0.10 CHF 0.11 CHF 422,400 422,400 335,770 335,770 32,647 CHF 36,005 CHF 99.55% 99.55%
03/07/2024 9.85% 0.10 CHF 0.11 CHF 1,035,400 1,035,400 463,442 463,442 45,728 CHF 50,371 CHF 100.00% 100.00%
02/07/2024 9.34% 0.10 CHF 0.11 CHF 976,700 976,700 437,155 437,155 44,984 CHF 49,363 CHF 100.00% 100.00%

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