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 4.94% 0.19 CHF 0.20 CHF 275,000 275,000 261,168 261,168 51,535 CHF 54,146 CHF 99.39% 99.39%
12/07/2024 5.02% 0.21 CHF 0.22 CHF 250,000 250,000 264,173 264,174 51,280 CHF 53,922 CHF 99.06% 99.06%
11/07/2024 5.60% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 52,152 CHF 55,152 CHF 92.69% 92.69%
10/07/2024 6.10% 0.17 CHF 0.18 CHF 325,000 325,000 328,145 328,145 52,190 CHF 55,471 CHF 95.44% 95.44%
09/07/2024 6.18% 0.15 CHF 0.16 CHF 350,000 350,000 331,310 331,310 51,910 CHF 55,223 CHF 99.05% 99.05%
08/07/2024 5.73% 0.17 CHF 0.18 CHF 300,000 300,000 302,733 302,733 51,306 CHF 54,334 CHF 99.24% 99.24%
05/07/2024 5.78% 0.15 CHF 0.16 CHF 350,000 350,000 308,215 308,215 51,796 CHF 54,878 CHF 99.39% 99.39%
04/07/2024 5.77% 0.17 CHF 0.18 CHF 300,000 300,000 303,775 303,775 51,155 CHF 54,193 CHF 99.38% 99.38%
03/07/2024 6.56% 0.15 CHF 0.16 CHF 350,000 350,000 356,256 356,256 52,539 CHF 56,101 CHF 98.62% 98.62%
02/07/2024 6.84% 0.14 CHF 0.15 CHF 375,000 375,000 371,185 371,185 52,438 CHF 56,150 CHF 99.05% 99.05%

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