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 5.82% 0.16 CHF 0.17 CHF 220,000 220,000 219,992 219,992 36,706 CHF 38,906 CHF 100.00% 100.00%
12/07/2024 6.29% 0.16 CHF 0.17 CHF 220,000 220,000 219,980 219,980 33,889 CHF 36,089 CHF 100.00% 100.00%
11/07/2024 5.55% 0.18 CHF 0.19 CHF 210,000 210,000 213,128 213,128 37,334 CHF 39,465 CHF 100.00% 100.00%
10/07/2024 5.80% 0.17 CHF 0.18 CHF 230,000 230,000 230,000 230,000 38,518 CHF 40,818 CHF 100.00% 100.00%
09/07/2024 5.72% 0.16 CHF 0.17 CHF 230,000 230,000 229,248 229,248 39,246 CHF 41,546 CHF 99.73% 99.73%
08/07/2024 5.83% 0.16 CHF 0.17 CHF 200,000 200,000 199,660 199,660 33,380 CHF 35,380 CHF 99.27% 99.27%
05/07/2024 4.72% 0.20 CHF 0.21 CHF 190,000 190,000 182,752 182,752 37,848 CHF 39,676 CHF 100.00% 100.00%
04/07/2024 4.20% 0.23 CHF 0.24 CHF 180,000 180,000 180,000 180,000 41,959 CHF 43,759 CHF 99.59% 99.59%
03/07/2024 4.26% 0.23 CHF 0.24 CHF 190,000 190,000 192,600 192,600 44,281 CHF 46,207 CHF 99.98% 99.98%
02/07/2024 4.70% 0.21 CHF 0.22 CHF 200,000 200,000 200,000 200,000 41,599 CHF 43,599 CHF 100.00% 100.00%

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