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 6.32% 0.15 CHF 0.16 CHF 340,000 100,000 333,357 100,000 51,066 CHF 16,332 CHF 98.16% 98.16%
12/07/2024 5.99% 0.16 CHF 0.17 CHF 320,000 100,000 315,890 100,000 51,143 CHF 17,206 CHF 98.42% 98.42%
11/07/2024 6.57% 0.16 CHF 0.17 CHF 320,000 100,000 344,945 100,000 50,791 CHF 15,753 CHF 99.08% 99.08%
10/07/2024 7.82% 0.13 CHF 0.14 CHF 390,000 100,000 411,615 100,000 50,555 CHF 13,319 CHF 100.00% 100.00%
09/07/2024 9.16% 0.10 CHF 0.11 CHF 500,000 100,000 482,500 100,000 50,263 CHF 11,438 CHF 100.00% 100.00%
08/07/2024 7.80% 0.12 CHF 0.13 CHF 420,000 100,000 409,935 100,000 50,501 CHF 13,336 CHF 100.00% 100.00%
05/07/2024 7.04% 0.13 CHF 0.14 CHF 390,000 100,000 368,279 100,000 50,468 CHF 14,724 CHF 98.88% 98.88%
04/07/2024 7.09% 0.14 CHF 0.15 CHF 360,000 100,000 371,118 100,000 50,511 CHF 14,629 CHF 99.49% 99.49%
03/07/2024 7.70% 0.13 CHF 0.14 CHF 390,000 100,000 404,207 100,000 50,484 CHF 13,529 CHF 99.79% 99.79%
02/07/2024 8.79% 0.11 CHF 0.12 CHF 460,000 100,000 463,903 100,000 50,474 CHF 11,902 CHF 99.16% 99.16%

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