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 8.62% 0.11 CHF 0.12 CHF 475,000 475,000 469,090 469,086 52,038 CHF 56,728 CHF 100.00% 100.00%
12/07/2024 7.54% 0.13 CHF 0.14 CHF 400,000 400,000 404,696 404,697 51,673 CHF 55,720 CHF 98.41% 98.41%
11/07/2024 8.18% 0.13 CHF 0.14 CHF 400,000 400,000 433,777 424,210 50,894 CHF 54,190 CHF 99.06% 99.06%
10/07/2024 9.79% 0.10 CHF 0.11 CHF 575,000 300,000 524,966 432,115 50,965 CHF 46,666 CHF 99.76% 99.76%
09/07/2024 8.66% 0.11 CHF 0.12 CHF 475,000 475,000 470,384 470,385 51,941 CHF 56,645 CHF 100.00% 100.00%
08/07/2024 8.01% 0.13 CHF 0.14 CHF 425,000 425,000 431,878 431,880 51,761 CHF 56,081 CHF 98.99% 98.99%
05/07/2024 7.94% 0.11 CHF 0.12 CHF 425,000 425,000 427,142 427,140 51,634 CHF 55,905 CHF 100.00% 100.00%
04/07/2024 7.86% 0.12 CHF 0.13 CHF 425,000 425,000 417,351 417,351 51,038 CHF 55,211 CHF 98.15% 98.15%
03/07/2024 7.36% 0.13 CHF 0.14 CHF 400,000 400,000 397,513 397,513 52,023 CHF 55,998 CHF 100.00% 100.00%
02/07/2024 6.12% 0.14 CHF 0.15 CHF 375,000 375,000 327,124 327,125 51,757 CHF 55,028 CHF 100.00% 100.00%

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