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 6.24% 0.17 CHF 0.18 CHF 750,000 250,000 750,305 250,102 116,961 CHF 41,488 CHF 94.35% 94.35%
12/07/2024 6.98% 0.14 CHF 0.15 CHF 900,000 300,000 873,977 291,326 120,782 CHF 43,174 CHF 94.53% 94.53%
11/07/2024 6.64% 0.13 CHF 0.14 CHF 900,000 300,000 803,578 267,859 117,207 CHF 41,748 CHF 94.68% 94.68%
10/07/2024 5.39% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 135,659 CHF 47,720 CHF 97.10% 97.10%
09/07/2024 5.15% 0.20 CHF 0.21 CHF 750,000 250,000 750,000 250,000 142,123 CHF 49,875 CHF 97.54% 97.54%
08/07/2024 5.42% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 134,940 CHF 47,480 CHF 96.03% 96.03%
05/07/2024 5.55% 0.16 CHF 0.17 CHF 750,000 250,000 750,000 250,000 131,420 CHF 46,307 CHF 94.75% 94.75%
04/07/2024 5.31% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 137,654 CHF 48,385 CHF 94.70% 94.70%
03/07/2024 4.87% 0.18 CHF 0.19 CHF 750,000 250,000 746,165 248,722 149,638 CHF 52,367 CHF 97.39% 97.39%
02/07/2024 4.73% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 154,809 CHF 54,103 CHF 96.30% 96.30%

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