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 8.49% 0.10 CHF 0.11 CHF 750,000 250,000 750,000 250,000 85,207 CHF 30,902 CHF 99.38% 99.38%
12/07/2024 8.19% 0.12 CHF 0.13 CHF 750,000 250,000 750,000 250,000 88,312 CHF 31,937 CHF 99.38% 99.38%
11/07/2024 6.51% 0.13 CHF 0.14 CHF 750,000 250,000 750,000 249,977 112,475 CHF 39,988 CHF 99.37% 99.37%
10/07/2024 3.00% 0.36 CHF 0.37 CHF 600,000 200,000 615,600 205,200 202,448 CHF 69,535 CHF 99.36% 99.36%
09/07/2024 3.13% 0.33 CHF 0.34 CHF 600,000 200,000 653,786 217,929 205,439 CHF 70,659 CHF 99.37% 99.37%
08/07/2024 3.32% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 222,652 CHF 76,717 CHF 99.38% 99.38%
05/07/2024 3.52% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 209,191 CHF 72,230 CHF 99.38% 99.38%
04/07/2024 3.48% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 211,594 CHF 73,031 CHF 98.82% 98.82%
03/07/2024 3.61% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 203,937 CHF 70,479 CHF 99.38% 99.38%
02/07/2024 3.81% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 193,363 CHF 66,954 CHF 99.38% 99.38%

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