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 11.35% 0.09 CHF 0.10 CHF 478,800 478,800 472,971 472,971 39,415 CHF 44,144 CHF 100.00% 100.00%
12/07/2024 11.26% 0.08 CHF 0.09 CHF 419,500 419,500 422,144 422,144 35,428 CHF 39,650 CHF 100.00% 100.00%
11/07/2024 10.66% 0.09 CHF 0.10 CHF 375,300 375,300 376,542 376,542 33,508 CHF 37,273 CHF 100.00% 100.00%
10/07/2024 9.29% 0.10 CHF 0.11 CHF 363,400 363,400 364,686 364,686 37,496 CHF 41,142 CHF 100.00% 100.00%
09/07/2024 9.85% 0.11 CHF 0.12 CHF 379,400 379,400 374,564 374,564 36,282 CHF 40,032 CHF 100.00% 100.00%
08/07/2024 9.82% 0.10 CHF 0.11 CHF 384,200 384,200 383,111 383,111 37,134 CHF 40,965 CHF 99.99% 99.99%
05/07/2024 10.33% 0.10 CHF 0.11 CHF 401,600 401,600 398,207 398,207 36,616 CHF 40,598 CHF 100.00% 100.00%
04/07/2024 9.63% 0.09 CHF 0.10 CHF 333,600 333,600 335,606 335,606 33,284 CHF 36,640 CHF 100.00% 100.00%
03/07/2024 9.16% 0.11 CHF 0.12 CHF 333,500 333,500 331,801 331,801 34,582 CHF 37,900 CHF 100.00% 100.00%
02/07/2024 7.92% 0.12 CHF 0.13 CHF 334,000 334,000 335,709 335,709 40,738 CHF 44,095 CHF 100.00% 100.00%

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