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 5.93% 0.19 CHF 0.20 CHF 300,000 300,000 319,293 319,293 52,267 CHF 55,460 CHF 99.04% 99.04%
12/07/2024 6.84% 0.16 CHF 0.17 CHF 325,000 325,000 368,830 368,830 52,096 CHF 55,784 CHF 98.60% 98.60%
11/07/2024 5.55% 0.15 CHF 0.16 CHF 300,000 300,000 301,687 301,687 52,962 CHF 55,978 CHF 97.48% 97.48%
10/07/2024 6.46% 0.15 CHF 0.16 CHF 350,000 350,000 350,463 350,463 52,493 CHF 55,998 CHF 95.10% 95.10%
09/07/2024 6.14% 0.14 CHF 0.15 CHF 375,000 375,000 329,810 329,809 52,083 CHF 55,381 CHF 98.61% 98.61%
08/07/2024 6.64% 0.14 CHF 0.15 CHF 375,000 375,000 357,643 357,643 52,061 CHF 55,637 CHF 98.58% 98.58%
05/07/2024 10.01% 0.13 CHF 0.14 CHF 400,000 400,000 544,962 330,121 51,722 CHF 35,659 CHF 99.17% 99.17%
04/07/2024 10.07% 0.09 CHF 0.10 CHF 500,000 500,000 537,656 399,585 50,722 CHF 42,100 CHF 99.18% 99.18%
03/07/2024 10.28% 0.10 CHF 0.11 CHF 500,000 500,000 557,986 345,369 51,454 CHF 35,675 CHF 98.43% 98.43%
02/07/2024 10.71% 0.10 CHF 0.11 CHF 500,000 500,000 575,785 342,802 50,842 CHF 34,326 CHF 98.84% 98.84%

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