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 7.73% 0.12 CHF 0.13 CHF 425,000 425,000 413,965 413,964 51,493 CHF 55,633 CHF 100.00% 100.00%
12/07/2024 8.00% 0.13 CHF 0.14 CHF 425,000 425,000 426,881 426,881 51,209 CHF 55,478 CHF 93.40% 93.40%
11/07/2024 8.30% 0.11 CHF 0.12 CHF 475,000 475,000 446,711 446,711 51,571 CHF 56,038 CHF 98.00% 98.00%
10/07/2024 8.68% 0.12 CHF 0.13 CHF 425,000 425,000 464,978 464,978 51,293 CHF 55,943 CHF 86.69% 86.69%
09/07/2024 9.17% 0.10 CHF 0.11 CHF 500,000 500,000 489,288 489,288 50,953 CHF 55,846 CHF 99.66% 99.66%
08/07/2024 8.23% 0.10 CHF 0.11 CHF 475,000 475,000 437,999 437,999 51,067 CHF 55,447 CHF 99.85% 99.85%
05/07/2024 7.45% 0.12 CHF 0.13 CHF 425,000 425,000 401,509 401,510 51,933 CHF 55,948 CHF 100.00% 100.00%
04/07/2024 7.91% 0.12 CHF 0.13 CHF 425,000 425,000 420,800 420,800 51,100 CHF 55,308 CHF 100.00% 100.00%
03/07/2024 7.55% 0.12 CHF 0.13 CHF 425,000 425,000 407,297 407,297 51,919 CHF 55,992 CHF 99.25% 99.25%
02/07/2024 8.74% 0.11 CHF 0.12 CHF 475,000 475,000 476,045 476,045 52,119 CHF 56,880 CHF 99.66% 99.66%

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