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 7.44% 0.13 CHF 0.14 CHF 425,000 425,000 399,995 399,995 51,785 CHF 55,785 CHF 99.39% 99.39%
12/07/2024 6.46% 0.16 CHF 0.17 CHF 350,000 350,000 350,621 350,621 52,520 CHF 56,026 CHF 99.07% 99.07%
11/07/2024 7.15% 0.15 CHF 0.16 CHF 350,000 350,000 387,075 387,075 52,237 CHF 56,107 CHF 89.57% 89.57%
10/07/2024 7.57% 0.13 CHF 0.14 CHF 400,000 400,000 406,743 406,743 51,724 CHF 55,792 CHF 95.45% 95.45%
09/07/2024 7.60% 0.12 CHF 0.13 CHF 425,000 425,000 407,800 407,800 51,673 CHF 55,751 CHF 99.06% 99.06%
08/07/2024 7.31% 0.13 CHF 0.14 CHF 400,000 400,000 394,780 394,780 52,062 CHF 56,010 CHF 99.23% 99.23%
05/07/2024 7.46% 0.13 CHF 0.14 CHF 400,000 400,000 402,857 402,857 51,999 CHF 56,027 CHF 99.39% 99.39%
04/07/2024 9.23% 0.12 CHF 0.13 CHF 475,000 475,000 496,600 457,568 51,352 CHF 52,402 CHF 99.39% 99.39%
03/07/2024 12.59% 0.09 CHF 0.10 CHF 625,000 325,000 679,912 352,847 50,658 CHF 29,810 CHF 98.62% 98.62%
02/07/2024 13.37% 0.07 CHF 0.08 CHF 775,000 400,000 719,503 373,345 50,214 CHF 29,790 CHF 99.05% 99.05%

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