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 9.86% 0.09 CHF 0.10 CHF 750,000 250,000 750,000 250,000 73,666 CHF 27,055 CHF 99.38% 99.38%
12/07/2024 9.29% 0.11 CHF 0.12 CHF 750,000 250,000 750,000 250,000 78,049 CHF 28,516 CHF 99.38% 99.38%
11/07/2024 6.24% 0.11 CHF 0.12 CHF 750,000 250,000 739,341 246,447 118,074 CHF 41,823 CHF 99.36% 99.36%
10/07/2024 2.28% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 195,164 CHF 66,555 CHF 99.36% 99.36%
09/07/2024 2.39% 0.43 CHF 0.44 CHF 450,000 150,000 450,000 150,000 185,936 CHF 63,479 CHF 99.37% 99.37%
08/07/2024 2.56% 0.35 CHF 0.36 CHF 450,000 150,000 450,000 150,000 173,540 CHF 59,347 CHF 99.38% 99.38%
05/07/2024 2.74% 0.35 CHF 0.36 CHF 450,000 150,000 466,866 155,622 167,732 CHF 57,467 CHF 99.38% 99.38%
04/07/2024 2.73% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 162,441 CHF 55,647 CHF 98.82% 98.82%
03/07/2024 2.82% 0.36 CHF 0.37 CHF 450,000 150,000 584,410 194,803 204,225 CHF 70,023 CHF 99.37% 99.37%
02/07/2024 3.06% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 193,205 CHF 66,402 CHF 99.37% 99.37%

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