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 3.28% 0.30 CHF 0.31 CHF 450,000 150,000 482,107 160,702 144,175 CHF 49,666 CHF 99.38% 99.38%
12/07/2024 3.60% 0.27 CHF 0.28 CHF 600,000 200,000 598,453 199,484 163,666 CHF 56,550 CHF 92.67% 92.67%
11/07/2024 8.19% 0.15 CHF 0.16 CHF 750,000 250,000 750,000 250,000 88,643 CHF 32,048 CHF 99.37% 99.37%
10/07/2024 8.80% 0.12 CHF 0.13 CHF 750,000 250,000 750,000 250,000 81,704 CHF 29,735 CHF 99.37% 99.37%
09/07/2024 7.84% 0.11 CHF 0.12 CHF 750,000 250,000 750,000 250,000 92,044 CHF 33,181 CHF 99.37% 99.37%
08/07/2024 7.86% 0.13 CHF 0.14 CHF 750,000 250,000 750,000 250,000 91,805 CHF 33,102 CHF 99.38% 99.38%
05/07/2024 6.89% 0.12 CHF 0.13 CHF 750,000 250,000 750,000 250,000 105,489 CHF 37,663 CHF 99.38% 99.38%
04/07/2024 7.40% 0.14 CHF 0.15 CHF 750,000 250,000 750,000 250,000 97,696 CHF 35,065 CHF 98.59% 98.59%
03/07/2024 7.73% 0.13 CHF 0.14 CHF 750,000 250,000 750,000 250,000 93,498 CHF 33,666 CHF 99.38% 99.38%
02/07/2024 6.91% 0.14 CHF 0.15 CHF 750,000 250,000 750,000 250,000 104,883 CHF 37,461 CHF 99.37% 99.37%

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