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 8.61% 0.12 CHF 0.13 CHF 232,200 232,200 128,037 128,037 14,410 CHF 15,693 CHF 100.00% 100.00%
12/07/2024 10.71% 0.11 CHF 0.12 CHF 266,200 266,200 147,559 147,559 13,648 CHF 15,129 CHF 99.94% 99.94%
11/07/2024 11.14% 0.09 CHF 0.10 CHF 301,800 301,800 165,223 165,223 14,630 CHF 16,301 CHF 99.43% 99.43%
10/07/2024 12.49% 0.08 CHF 0.09 CHF 370,400 370,400 201,218 201,218 15,652 CHF 17,668 CHF 99.84% 99.84%
09/07/2024 13.97% 0.07 CHF 0.08 CHF 378,900 378,900 209,167 209,167 14,108 CHF 16,203 CHF 99.65% 99.65%
08/07/2024 14.53% 0.07 CHF 0.08 CHF 368,400 368,400 202,764 202,764 13,256 CHF 15,291 CHF 100.00% 100.00%
05/07/2024 13.25% 0.08 CHF 0.09 CHF 388,200 388,200 213,416 213,416 15,539 CHF 17,681 CHF 99.53% 99.53%
04/07/2024 14.05% 0.07 CHF 0.08 CHF 194,100 194,100 173,253 173,253 11,499 CHF 13,231 CHF 98.93% 98.93%
03/07/2024 16.79% 0.07 CHF 0.08 CHF 494,600 494,600 267,627 267,627 15,340 CHF 18,022 CHF 98.22% 98.22%
02/07/2024 19.05% 0.05 CHF 0.06 CHF 506,500 506,500 277,763 277,763 13,348 CHF 16,131 CHF 100.00% 100.00%

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