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 8.85% 0.10 CHF 0.11 CHF 170,000 170,000 165,556 165,556 17,912 CHF 19,568 CHF 100.00% 100.00%
12/07/2024 7.87% 0.13 CHF 0.14 CHF 170,000 170,000 165,576 165,576 20,246 CHF 21,902 CHF 100.00% 100.00%
11/07/2024 7.54% 0.12 CHF 0.13 CHF 180,000 180,000 175,312 175,312 22,380 CHF 24,134 CHF 100.00% 100.00%
10/07/2024 8.92% 0.11 CHF 0.12 CHF 180,000 180,000 176,007 176,007 18,876 CHF 20,636 CHF 100.00% 100.00%
09/07/2024 8.09% 0.11 CHF 0.12 CHF 190,000 190,000 183,876 183,876 21,943 CHF 23,786 CHF 100.00% 100.00%
08/07/2024 8.60% 0.11 CHF 0.12 CHF 170,000 170,000 165,273 165,273 18,470 CHF 20,126 CHF 100.00% 100.00%
05/07/2024 6.89% 0.13 CHF 0.14 CHF 150,000 150,000 146,084 146,084 20,514 CHF 21,975 CHF 99.82% 99.82%
04/07/2024 5.84% 0.17 CHF 0.18 CHF 150,000 150,000 146,072 146,072 24,292 CHF 25,753 CHF 99.50% 99.50%
03/07/2024 6.65% 0.16 CHF 0.17 CHF 190,000 190,000 186,871 186,871 27,252 CHF 29,121 CHF 99.36% 99.36%
02/07/2024 8.88% 0.10 CHF 0.11 CHF 180,000 180,000 173,983 173,983 18,708 CHF 20,448 CHF 99.99% 99.99%

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