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 8.43% 0.13 CHF 0.14 CHF 400,000 400,000 457,587 457,588 51,969 CHF 56,545 CHF 100.00% 100.00%
12/07/2024 9.40% 0.11 CHF 0.12 CHF 475,000 475,000 492,608 478,149 49,938 CHF 53,400 CHF 98.45% 98.45%
11/07/2024 8.96% 0.11 CHF 0.12 CHF 475,000 475,000 478,710 478,700 51,078 CHF 55,864 CHF 99.33% 99.33%
10/07/2024 9.21% 0.09 CHF 0.10 CHF 500,000 500,000 494,412 462,278 51,302 CHF 53,008 CHF 99.79% 99.79%
09/07/2024 10.09% 0.09 CHF 0.10 CHF 575,000 300,000 542,063 387,842 50,945 CHF 40,943 CHF 100.00% 100.00%
08/07/2024 8.82% 0.10 CHF 0.11 CHF 500,000 500,000 472,155 472,145 51,154 CHF 55,875 CHF 98.99% 98.99%
05/07/2024 7.76% 0.12 CHF 0.13 CHF 425,000 425,000 415,166 415,166 51,444 CHF 55,596 CHF 100.00% 100.00%
04/07/2024 8.49% 0.12 CHF 0.13 CHF 425,000 425,000 456,672 456,653 51,513 CHF 56,078 CHF 98.17% 98.17%
03/07/2024 10.31% 0.10 CHF 0.11 CHF 575,000 300,000 561,810 335,157 51,693 CHF 34,515 CHF 100.00% 100.00%
02/07/2024 11.38% 0.09 CHF 0.10 CHF 575,000 300,000 610,187 324,189 50,581 CHF 30,279 CHF 100.00% 100.00%

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