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 7.87% 0.12 CHF 0.13 CHF 425,000 425,000 423,850 423,850 51,718 CHF 55,957 CHF 100.00% 100.00%
12/07/2024 7.63% 0.13 CHF 0.14 CHF 400,000 400,000 406,852 406,831 51,294 CHF 55,360 CHF 97.73% 97.73%
11/07/2024 9.39% 0.12 CHF 0.13 CHF 475,000 475,000 503,931 450,400 51,184 CHF 50,904 CHF 99.15% 99.15%
10/07/2024 10.79% 0.09 CHF 0.10 CHF 600,000 300,000 585,304 300,000 51,325 CHF 29,320 CHF 99.77% 99.77%
09/07/2024 9.73% 0.09 CHF 0.10 CHF 575,000 300,000 515,905 450,901 50,409 CHF 49,096 CHF 100.00% 100.00%
08/07/2024 8.77% 0.10 CHF 0.11 CHF 500,000 500,000 472,021 472,016 51,477 CHF 56,197 CHF 98.99% 98.99%
05/07/2024 8.00% 0.12 CHF 0.13 CHF 425,000 425,000 425,000 425,000 50,995 CHF 55,245 CHF 100.00% 100.00%
04/07/2024 8.07% 0.12 CHF 0.13 CHF 425,000 425,000 429,385 429,380 51,035 CHF 55,328 CHF 98.16% 98.16%
03/07/2024 9.51% 0.10 CHF 0.11 CHF 500,000 500,000 499,740 499,740 50,037 CHF 55,035 CHF 100.00% 100.00%
02/07/2024 8.91% 0.10 CHF 0.11 CHF 500,000 500,000 481,510 481,512 51,699 CHF 56,515 CHF 100.00% 100.00%

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