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 6.21% 0.15 CHF 0.16 CHF 750,000 250,000 750,000 250,000 117,223 CHF 41,575 CHF 97.12% 97.12%
12/07/2024 5.19% 0.20 CHF 0.21 CHF 750,000 250,000 750,000 250,000 140,944 CHF 49,481 CHF 96.51% 96.51%
11/07/2024 5.99% 0.18 CHF 0.19 CHF 750,000 250,000 823,542 274,355 133,394 CHF 47,181 CHF 97.64% 97.64%
10/07/2024 7.81% 0.15 CHF 0.16 CHF 900,000 300,000 948,111 348,111 118,456 CHF 46,453 CHF 98.65% 98.65%
09/07/2024 8.60% 0.11 CHF 0.12 CHF 1,000,000 400,000 977,748 377,748 108,897 CHF 45,734 CHF 98.60% 98.60%
08/07/2024 8.78% 0.10 CHF 0.11 CHF 1,000,000 400,000 998,697 398,697 108,870 CHF 47,441 CHF 94.86% 94.86%
05/07/2024 7.52% 0.11 CHF 0.12 CHF 1,000,000 400,000 918,539 318,539 117,930 CHF 43,868 CHF 95.10% 95.10%
04/07/2024 7.63% 0.13 CHF 0.14 CHF 900,000 300,000 931,707 331,707 117,648 CHF 45,045 CHF 95.44% 95.44%
03/07/2024 6.80% 0.14 CHF 0.15 CHF 900,000 300,000 900,000 300,000 127,943 CHF 45,648 CHF 96.84% 96.84%
02/07/2024 7.92% 0.13 CHF 0.14 CHF 1,000,000 400,000 990,789 390,789 120,175 CHF 51,255 CHF 98.25% 98.25%

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