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 7.12% 0.19 CHF 0.21 CHF 350,000 350,000 346,172 346,172 67,635 CHF 72,518 CHF 100.00% 100.00%
12/07/2024 6.75% 0.20 CHF 0.22 CHF 350,000 350,000 346,328 346,328 71,567 CHF 76,450 CHF 98.21% 98.21%
11/07/2024 6.59% 0.21 CHF 0.22 CHF 350,000 350,000 346,129 346,129 73,278 CHF 78,160 CHF 98.73% 98.73%
10/07/2024 6.44% 0.22 CHF 0.24 CHF 350,000 350,000 346,170 346,170 75,057 CHF 79,939 CHF 100.00% 100.00%
09/07/2024 6.46% 0.22 CHF 0.23 CHF 350,000 350,000 345,730 345,730 75,072 CHF 79,955 CHF 99.87% 99.87%
08/07/2024 6.68% 0.21 CHF 0.22 CHF 350,000 350,000 345,381 345,381 72,414 CHF 77,296 CHF 98.27% 98.27%
05/07/2024 6.20% 0.21 CHF 0.23 CHF 350,000 350,000 346,169 346,169 77,961 CHF 82,843 CHF 100.00% 100.00%
04/07/2024 6.17% 0.23 CHF 0.24 CHF 180,000 180,000 310,336 310,336 70,265 CHF 74,633 CHF 100.00% 100.00%
03/07/2024 6.15% 0.23 CHF 0.24 CHF 350,000 350,000 346,171 346,171 78,641 CHF 83,523 CHF 100.00% 100.00%
02/07/2024 6.31% 0.23 CHF 0.24 CHF 350,000 350,000 346,151 346,151 80,954 CHF 86,110 CHF 100.00% 100.00%

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