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 11.49% 0.09 CHF 0.10 CHF 3,075,000 3,075,000 3,042,770 3,042,770 252,965 CHF 283,424 CHF 100.00% 100.00%
12/07/2024 10.84% 0.08 CHF 0.09 CHF 2,775,000 2,775,000 2,754,490 2,754,490 243,162 CHF 270,736 CHF 100.00% 100.00%
11/07/2024 10.59% 0.09 CHF 0.10 CHF 2,525,000 2,525,000 2,506,660 2,506,660 226,644 CHF 251,738 CHF 97.39% 97.39%
10/07/2024 8.90% 0.10 CHF 0.11 CHF 2,291,000 2,291,000 2,277,130 2,277,130 247,021 CHF 269,817 CHF 100.00% 100.00%
09/07/2024 9.24% 0.11 CHF 0.12 CHF 2,331,000 2,331,000 2,302,960 2,302,960 240,520 CHF 263,573 CHF 100.00% 100.00%
08/07/2024 8.88% 0.11 CHF 0.12 CHF 2,235,000 2,235,000 2,212,150 2,212,150 240,524 CHF 262,668 CHF 99.95% 99.95%
05/07/2024 8.97% 0.11 CHF 0.12 CHF 2,374,000 2,374,000 2,340,080 2,340,080 251,934 CHF 275,360 CHF 100.00% 100.00%
04/07/2024 8.87% 0.10 CHF 0.11 CHF 2,254,000 2,254,000 2,236,130 2,236,130 243,491 CHF 265,876 CHF 100.00% 100.00%
03/07/2024 9.01% 0.11 CHF 0.12 CHF 2,249,000 2,249,000 2,224,700 2,224,700 238,580 CHF 260,850 CHF 100.00% 100.00%
02/07/2024 8.65% 0.11 CHF 0.12 CHF 2,325,000 2,325,000 2,313,780 2,313,780 258,843 CHF 282,005 CHF 100.00% 100.00%

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