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 6.85% 0.15 CHF 0.16 CHF 350,000 350,000 371,651 371,654 52,425 CHF 56,142 CHF 100.00% 100.00%
12/07/2024 6.95% 0.12 CHF 0.13 CHF 400,000 400,000 375,431 375,422 52,161 CHF 55,914 CHF 98.41% 98.41%
11/07/2024 5.99% 0.15 CHF 0.16 CHF 325,000 325,000 317,939 317,940 51,522 CHF 54,701 CHF 97.35% 97.35%
10/07/2024 5.59% 0.16 CHF 0.17 CHF 300,000 300,000 300,257 300,257 52,295 CHF 55,298 CHF 99.78% 99.78%
09/07/2024 5.80% 0.17 CHF 0.18 CHF 300,000 300,000 307,038 307,037 51,378 CHF 54,449 CHF 100.00% 100.00%
08/07/2024 5.83% 0.17 CHF 0.18 CHF 300,000 300,000 308,391 308,392 51,368 CHF 54,452 CHF 98.98% 98.98%
05/07/2024 5.98% 0.17 CHF 0.18 CHF 300,000 300,000 319,759 319,761 51,824 CHF 55,022 CHF 100.00% 100.00%
04/07/2024 5.44% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 53,636 CHF 56,636 CHF 98.16% 98.16%
03/07/2024 5.31% 0.18 CHF 0.19 CHF 300,000 300,000 291,284 291,284 53,355 CHF 56,268 CHF 100.00% 100.00%
02/07/2024 4.71% 0.19 CHF 0.20 CHF 275,000 275,000 252,460 252,460 52,398 CHF 54,923 CHF 100.00% 100.00%

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