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 4.76% 0.12 CHF 0.13 CHF 400,000 400,000 253,099 253,099 52,067 CHF 54,598 CHF 98.49% 98.49%
12/07/2024 5.12% 0.18 CHF 0.19 CHF 300,000 300,000 273,762 273,761 52,131 CHF 54,869 CHF 98.86% 98.86%
11/07/2024 5.59% 0.19 CHF 0.20 CHF 275,000 275,000 296,311 296,311 51,589 CHF 54,552 CHF 90.68% 90.68%
10/07/2024 5.41% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 53,931 CHF 56,931 CHF 95.06% 95.06%
09/07/2024 5.70% 0.18 CHF 0.19 CHF 300,000 300,000 301,848 301,848 51,424 CHF 54,443 CHF 98.67% 98.67%
08/07/2024 5.15% 0.18 CHF 0.19 CHF 275,000 275,000 275,264 275,264 52,126 CHF 54,878 CHF 98.59% 98.59%
05/07/2024 5.81% 0.20 CHF 0.21 CHF 275,000 275,000 309,947 309,947 51,840 CHF 54,940 CHF 99.17% 99.17%
04/07/2024 5.62% 0.16 CHF 0.17 CHF 325,000 325,000 301,985 301,985 52,277 CHF 55,297 CHF 99.18% 99.18%
03/07/2024 4.55% 0.19 CHF 0.20 CHF 275,000 275,000 251,306 251,306 53,981 CHF 56,494 CHF 98.46% 98.46%
02/07/2024 4.08% 0.24 CHF 0.25 CHF 225,000 225,000 223,628 223,628 53,677 CHF 55,914 CHF 98.84% 98.84%

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