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 6.96% 0.15 CHF 0.16 CHF 380,000 380,000 189,753 189,753 27,015 CHF 28,920 CHF 99.05% 99.05%
12/07/2024 8.59% 0.14 CHF 0.15 CHF 380,000 380,000 190,725 190,725 22,851 CHF 24,767 CHF 100.00% 100.00%
11/07/2024 7.02% 0.13 CHF 0.14 CHF 400,000 400,000 190,783 190,783 26,769 CHF 28,695 CHF 100.00% 100.00%
10/07/2024 6.83% 0.15 CHF 0.16 CHF 380,000 380,000 188,664 188,664 27,535 CHF 29,434 CHF 100.00% 100.00%
09/07/2024 6.43% 0.13 CHF 0.14 CHF 400,000 400,000 192,926 192,926 29,098 CHF 31,038 CHF 98.82% 98.82%
08/07/2024 9.66% 0.12 CHF 0.13 CHF 400,000 400,000 192,767 192,767 21,106 CHF 23,065 CHF 100.00% 100.00%
05/07/2024 14.38% 0.08 CHF 0.09 CHF 420,000 420,000 206,049 206,049 13,855 CHF 15,922 CHF 98.97% 98.97%
04/07/2024 14.22% 0.07 CHF 0.08 CHF 150,000 150,000 150,000 150,000 9,801 CHF 11,301 CHF 99.44% 99.44%
03/07/2024 15.04% 0.06 CHF 0.07 CHF 420,000 420,000 205,545 205,545 12,955 CHF 15,018 CHF 99.64% 99.64%
02/07/2024 15.63% 0.06 CHF 0.07 CHF 440,000 440,000 215,751 215,751 13,164 CHF 15,330 CHF 100.00% 100.00%

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