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 6.90% 0.14 CHF 0.15 CHF 100,000 100,000 54,584 54,584 7,837 CHF 8,385 CHF 100.00% 100.00%
12/07/2024 8.15% 0.14 CHF 0.15 CHF 100,000 100,000 55,383 55,383 6,856 CHF 7,414 CHF 99.94% 99.94%
11/07/2024 8.31% 0.12 CHF 0.13 CHF 100,000 100,000 54,186 54,186 6,590 CHF 7,139 CHF 99.43% 99.43%
10/07/2024 9.17% 0.12 CHF 0.13 CHF 110,000 110,000 63,472 63,472 6,914 CHF 7,551 CHF 99.84% 99.84%
09/07/2024 10.11% 0.09 CHF 0.10 CHF 110,000 110,000 64,353 64,353 6,236 CHF 6,883 CHF 99.65% 99.65%
08/07/2024 10.16% 0.09 CHF 0.10 CHF 110,000 110,000 64,228 64,228 6,221 CHF 6,868 CHF 100.00% 100.00%
05/07/2024 9.21% 0.11 CHF 0.12 CHF 110,000 110,000 64,529 64,529 6,933 CHF 7,581 CHF 99.53% 99.53%
04/07/2024 9.59% 0.10 CHF 0.11 CHF 60,000 60,000 54,626 54,626 5,432 CHF 5,978 CHF 98.93% 98.93%
03/07/2024 11.76% 0.10 CHF 0.11 CHF 110,000 110,000 63,000 63,000 5,369 CHF 6,002 CHF 98.22% 98.22%
02/07/2024 12.77% 0.07 CHF 0.08 CHF 110,000 110,000 64,056 64,056 4,822 CHF 5,465 CHF 100.00% 100.00%

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