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 6.88% 0.15 CHF 0.16 CHF 350,000 350,000 373,545 373,545 52,418 CHF 56,154 CHF 99.39% 99.39%
12/07/2024 6.44% 0.13 CHF 0.14 CHF 375,000 375,000 346,579 346,579 52,095 CHF 55,561 CHF 99.09% 99.09%
11/07/2024 6.44% 0.15 CHF 0.16 CHF 350,000 350,000 348,270 348,270 52,364 CHF 55,847 CHF 85.72% 85.72%
10/07/2024 6.13% 0.16 CHF 0.17 CHF 325,000 325,000 329,186 329,186 52,063 CHF 55,355 CHF 95.49% 95.49%
09/07/2024 6.27% 0.17 CHF 0.18 CHF 325,000 325,000 339,558 339,558 52,465 CHF 55,860 CHF 99.03% 99.03%
08/07/2024 6.83% 0.15 CHF 0.16 CHF 350,000 350,000 370,973 370,973 52,459 CHF 56,169 CHF 99.23% 99.23%
05/07/2024 6.73% 0.14 CHF 0.15 CHF 350,000 350,000 364,167 364,167 52,299 CHF 55,940 CHF 99.39% 99.39%
04/07/2024 5.71% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,041 CHF 54,041 CHF 99.39% 99.39%
03/07/2024 5.50% 0.18 CHF 0.19 CHF 300,000 300,000 299,992 299,992 53,068 CHF 56,068 CHF 98.61% 98.61%
02/07/2024 5.00% 0.19 CHF 0.20 CHF 275,000 275,000 262,442 262,442 51,210 CHF 53,834 CHF 99.06% 99.06%

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