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 3.36% 0.31 CHF 0.32 CHF 175,000 175,000 183,983 183,978 53,919 CHF 55,757 CHF 100.00% 100.00%
12/07/2024 3.30% 0.28 CHF 0.29 CHF 200,000 200,000 182,729 182,724 54,527 CHF 56,353 CHF 98.45% 98.45%
11/07/2024 4.07% 0.30 CHF 0.31 CHF 175,000 175,000 220,850 220,093 52,992 CHF 55,086 CHF 98.83% 98.83%
10/07/2024 11.43% 0.07 CHF 0.08 CHF 675,000 350,000 614,401 317,321 50,732 CHF 29,373 CHF 99.76% 99.76%
09/07/2024 10.73% 0.09 CHF 0.10 CHF 600,000 300,000 582,043 308,659 51,335 CHF 30,428 CHF 100.00% 100.00%
08/07/2024 9.30% 0.11 CHF 0.12 CHF 475,000 475,000 491,274 485,489 50,444 CHF 54,761 CHF 98.97% 98.97%
05/07/2024 8.11% 0.12 CHF 0.13 CHF 400,000 400,000 434,000 433,994 51,308 CHF 55,648 CHF 100.00% 100.00%
04/07/2024 8.16% 0.12 CHF 0.13 CHF 425,000 425,000 434,590 434,574 51,101 CHF 55,445 CHF 98.16% 98.16%
03/07/2024 7.49% 0.12 CHF 0.13 CHF 425,000 425,000 402,721 402,717 51,798 CHF 55,825 CHF 100.00% 100.00%
02/07/2024 6.55% 0.13 CHF 0.14 CHF 375,000 375,000 353,345 353,342 52,169 CHF 55,702 CHF 100.00% 100.00%

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