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 8.66% 0.12 CHF 0.13 CHF 600,000 600,000 265,224 265,224 29,949 CHF 32,613 CHF 100.00% 100.00%
12/07/2024 8.84% 0.11 CHF 0.12 CHF 600,000 600,000 265,137 265,137 29,232 CHF 31,896 CHF 100.00% 100.00%
11/07/2024 9.66% 0.11 CHF 0.12 CHF 600,000 600,000 272,220 272,220 28,774 CHF 31,508 CHF 99.99% 99.99%
10/07/2024 9.82% 0.09 CHF 0.10 CHF 610,000 610,000 268,648 268,648 26,515 CHF 29,214 CHF 100.00% 100.00%
09/07/2024 9.70% 0.10 CHF 0.11 CHF 600,000 600,000 266,773 266,773 26,732 CHF 29,416 CHF 100.00% 100.00%
08/07/2024 9.21% 0.10 CHF 0.11 CHF 610,000 610,000 266,523 266,523 28,036 CHF 30,716 CHF 100.00% 100.00%
05/07/2024 9.23% 0.11 CHF 0.12 CHF 600,000 600,000 265,559 265,559 28,138 CHF 30,804 CHF 99.86% 99.86%
04/07/2024 8.74% 0.11 CHF 0.12 CHF 240,000 240,000 192,148 192,148 21,007 CHF 22,929 CHF 100.00% 100.00%
03/07/2024 9.54% 0.11 CHF 0.12 CHF 600,000 600,000 265,211 265,211 27,337 CHF 30,001 CHF 100.00% 100.00%
02/07/2024 10.31% 0.10 CHF 0.11 CHF 600,000 600,000 272,222 272,222 26,465 CHF 29,200 CHF 99.88% 99.88%

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