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 5.90% 0.17 CHF 0.18 CHF 730,000 730,000 326,055 326,055 55,444 CHF 58,721 CHF 100.00% 100.00%
12/07/2024 5.09% 0.19 CHF 0.20 CHF 760,000 760,000 316,744 316,744 62,110 CHF 65,291 CHF 99.89% 99.89%
11/07/2024 6.16% 0.17 CHF 0.18 CHF 850,000 850,000 379,726 379,726 62,660 CHF 66,474 CHF 100.00% 100.00%
10/07/2024 7.07% 0.15 CHF 0.16 CHF 860,000 860,000 384,332 384,332 55,323 CHF 59,184 CHF 100.00% 100.00%
09/07/2024 7.86% 0.14 CHF 0.15 CHF 880,000 880,000 387,940 387,940 49,507 CHF 53,410 CHF 100.00% 100.00%
08/07/2024 8.23% 0.12 CHF 0.13 CHF 880,000 880,000 388,210 388,210 46,284 CHF 50,188 CHF 100.00% 100.00%
05/07/2024 7.48% 0.13 CHF 0.14 CHF 880,000 880,000 388,681 388,681 50,599 CHF 54,505 CHF 99.85% 99.85%
04/07/2024 6.95% 0.14 CHF 0.15 CHF 350,000 350,000 280,880 280,880 39,051 CHF 41,860 CHF 100.00% 100.00%
03/07/2024 7.64% 0.14 CHF 0.15 CHF 880,000 880,000 388,483 388,483 51,506 CHF 55,408 CHF 100.00% 100.00%
02/07/2024 8.86% 0.12 CHF 0.13 CHF 880,000 880,000 389,016 389,016 43,456 CHF 47,364 CHF 99.99% 99.99%

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