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 8.02% 0.11 CHF 0.12 CHF 475,000 475,000 426,345 426,346 51,004 CHF 55,267 CHF 99.05% 99.05%
12/07/2024 6.53% 0.14 CHF 0.15 CHF 375,000 375,000 354,515 354,515 52,553 CHF 56,098 CHF 98.64% 98.64%
11/07/2024 7.36% 0.14 CHF 0.15 CHF 400,000 400,000 398,882 398,882 52,257 CHF 56,246 CHF 97.90% 97.90%
10/07/2024 6.85% 0.14 CHF 0.15 CHF 375,000 375,000 373,784 373,784 52,675 CHF 56,413 CHF 95.14% 95.14%
09/07/2024 6.86% 0.15 CHF 0.16 CHF 350,000 350,000 372,984 372,984 52,471 CHF 56,200 CHF 98.61% 98.61%
08/07/2024 7.05% 0.14 CHF 0.15 CHF 375,000 375,000 382,304 382,304 52,363 CHF 56,186 CHF 98.56% 98.56%
05/07/2024 5.88% 0.14 CHF 0.15 CHF 375,000 375,000 311,926 311,925 51,407 CHF 54,526 CHF 99.18% 99.18%
04/07/2024 5.71% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,058 CHF 54,058 CHF 99.17% 99.17%
03/07/2024 5.68% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,321 CHF 54,321 CHF 98.46% 98.46%
02/07/2024 5.47% 0.17 CHF 0.18 CHF 300,000 300,000 300,004 300,004 53,371 CHF 56,371 CHF 98.82% 98.82%

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