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 4.45% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 165,130 CHF 57,543 CHF 97.83% 97.83%
12/07/2024 5.76% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 151,992 CHF 53,664 CHF 99.03% 99.03%
11/07/2024 7.59% 0.15 CHF 0.16 CHF 900,000 300,000 983,918 383,918 125,373 CHF 52,504 CHF 97.24% 97.24%
10/07/2024 7.98% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 120,297 CHF 52,119 CHF 89.36% 89.36%
09/07/2024 7.67% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 125,503 CHF 54,201 CHF 99.35% 99.35%
08/07/2024 7.84% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 122,705 CHF 53,082 CHF 97.53% 97.53%
05/07/2024 7.37% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 130,804 CHF 56,322 CHF 96.91% 96.91%
04/07/2024 7.41% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 130,000 CHF 56,000 CHF 99.36% 99.36%
03/07/2024 6.99% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 138,251 CHF 59,301 CHF 97.83% 97.83%
02/07/2024 7.32% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 131,636 CHF 56,655 CHF 94.56% 94.56%

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