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 5.79% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 151,017 CHF 53,339 CHF 93.60% 93.60%
12/07/2024 5.42% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 161,710 CHF 56,904 CHF 94.51% 94.51%
11/07/2024 5.79% 0.19 CHF 0.20 CHF 900,000 300,000 899,761 299,920 151,878 CHF 53,625 CHF 94.68% 94.68%
10/07/2024 6.55% 0.14 CHF 0.15 CHF 900,000 300,000 910,804 310,804 134,563 CHF 48,971 CHF 97.44% 97.44%
09/07/2024 6.61% 0.14 CHF 0.15 CHF 1,000,000 400,000 929,169 329,169 135,949 CHF 51,331 CHF 97.60% 97.60%
08/07/2024 6.32% 0.14 CHF 0.15 CHF 900,000 300,000 901,416 301,416 138,497 CHF 49,312 CHF 95.98% 95.98%
05/07/2024 6.07% 0.17 CHF 0.18 CHF 900,000 300,000 900,000 300,000 143,753 CHF 50,918 CHF 94.76% 94.76%
04/07/2024 6.23% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 140,250 CHF 49,750 CHF 94.72% 94.72%
03/07/2024 6.55% 0.16 CHF 0.17 CHF 900,000 300,000 955,455 355,455 141,238 CHF 55,962 CHF 97.32% 97.32%
02/07/2024 6.48% 0.15 CHF 0.16 CHF 900,000 300,000 946,166 346,166 141,285 CHF 55,131 CHF 96.32% 96.32%

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