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 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 100.00% 100.00%
12/07/2024 8.93% 0.10 CHF 0.11 CHF 500,000 500,000 482,687 482,688 51,657 CHF 56,483 CHF 99.76% 99.76%
11/07/2024 8.85% 0.10 CHF 0.11 CHF 500,000 500,000 474,396 474,380 51,292 CHF 56,034 CHF 100.00% 100.00%
10/07/2024 8.52% 0.12 CHF 0.13 CHF 425,000 425,000 462,652 462,653 51,984 CHF 56,611 CHF 94.70% 94.70%
09/07/2024 8.70% 0.11 CHF 0.12 CHF 475,000 475,000 475,000 475,000 52,250 CHF 57,000 CHF 99.67% 99.67%
08/07/2024 8.70% 0.11 CHF 0.12 CHF 475,000 475,000 473,989 473,989 52,139 CHF 56,879 CHF 100.00% 100.00%
05/07/2024 8.00% 0.12 CHF 0.13 CHF 425,000 425,000 425,000 425,000 51,001 CHF 55,251 CHF 100.00% 100.00%
04/07/2024 7.74% 0.12 CHF 0.13 CHF 425,000 425,000 414,453 414,454 51,486 CHF 55,631 CHF 100.00% 100.00%
03/07/2024 7.33% 0.13 CHF 0.14 CHF 425,000 425,000 396,691 396,690 52,114 CHF 56,081 CHF 99.33% 99.33%
02/07/2024 6.90% 0.14 CHF 0.15 CHF 375,000 375,000 375,462 375,462 52,562 CHF 56,316 CHF 99.61% 99.61%

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