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 11.22% 0.09 CHF 0.10 CHF 430,000 430,000 428,228 428,228 36,075 CHF 40,357 CHF 100.00% 100.00%
12/07/2024 12.19% 0.08 CHF 0.09 CHF 430,000 430,000 428,227 428,227 33,057 CHF 37,339 CHF 100.00% 100.00%
11/07/2024 11.04% 0.10 CHF 0.11 CHF 430,000 430,000 427,958 427,958 36,882 CHF 41,164 CHF 99.99% 99.99%
10/07/2024 10.87% 0.08 CHF 0.09 CHF 430,000 430,000 428,248 428,248 37,314 CHF 41,596 CHF 100.00% 100.00%
09/07/2024 9.81% 0.10 CHF 0.11 CHF 440,000 440,000 432,065 432,065 42,043 CHF 46,364 CHF 100.00% 100.00%
08/07/2024 12.86% 0.08 CHF 0.09 CHF 430,000 430,000 428,227 428,227 31,248 CHF 35,530 CHF 100.00% 100.00%
05/07/2024 11.63% 0.09 CHF 0.10 CHF 430,000 430,000 428,227 428,227 34,754 CHF 39,037 CHF 100.00% 100.00%
04/07/2024 10.78% 0.09 CHF 0.10 CHF 430,000 430,000 428,227 428,227 37,640 CHF 41,923 CHF 100.00% 100.00%
03/07/2024 9.33% 0.09 CHF 0.10 CHF 430,000 430,000 433,925 433,925 44,498 CHF 48,837 CHF 100.00% 100.00%
02/07/2024 8.47% 0.12 CHF 0.13 CHF 440,000 440,000 438,181 438,181 49,631 CHF 54,013 CHF 100.00% 100.00%

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