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 7.52% 0.12 CHF 0.13 CHF 425,000 425,000 404,913 404,913 51,885 CHF 55,934 CHF 100.00% 100.00%
12/07/2024 7.34% 0.15 CHF 0.16 CHF 350,000 350,000 391,163 391,170 51,388 CHF 55,301 CHF 98.45% 98.45%
11/07/2024 5.51% 0.14 CHF 0.15 CHF 350,000 350,000 290,507 290,501 51,293 CHF 54,197 CHF 98.44% 98.44%
10/07/2024 1.80% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 55,263 CHF 56,263 CHF 99.79% 99.79%
09/07/2024 1.91% 0.54 CHF 0.55 CHF 100,000 100,000 101,349 101,349 52,428 CHF 53,442 CHF 100.00% 100.00%
08/07/2024 2.07% 0.44 CHF 0.45 CHF 125,000 125,000 118,682 118,680 56,810 CHF 57,996 CHF 98.97% 98.97%
05/07/2024 2.24% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 55,173 CHF 56,423 CHF 100.00% 100.00%
04/07/2024 2.22% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 55,823 CHF 57,073 CHF 98.16% 98.16%
03/07/2024 2.35% 0.44 CHF 0.45 CHF 125,000 125,000 125,319 125,319 52,626 CHF 53,879 CHF 100.00% 100.00%
02/07/2024 2.74% 0.41 CHF 0.42 CHF 150,000 150,000 149,020 149,021 53,707 CHF 55,198 CHF 100.00% 100.00%

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