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 8.82% 0.11 CHF 0.12 CHF 475,000 475,000 477,613 477,613 51,802 CHF 56,578 CHF 100.00% 100.00%
12/07/2024 8.62% 0.11 CHF 0.12 CHF 425,000 425,000 467,975 467,975 51,964 CHF 56,644 CHF 99.66% 99.66%
11/07/2024 8.73% 0.11 CHF 0.12 CHF 475,000 475,000 473,696 473,696 51,926 CHF 56,663 CHF 98.51% 98.51%
10/07/2024 9.24% 0.10 CHF 0.11 CHF 500,000 500,000 491,078 491,078 50,728 CHF 55,639 CHF 96.10% 96.10%
09/07/2024 9.49% 0.10 CHF 0.11 CHF 500,000 500,000 500,770 489,197 50,287 CHF 54,124 CHF 99.65% 99.65%
08/07/2024 7.95% 0.12 CHF 0.13 CHF 425,000 425,000 422,906 422,906 51,066 CHF 55,295 CHF 99.85% 99.85%
05/07/2024 7.84% 0.12 CHF 0.13 CHF 425,000 425,000 419,795 419,795 51,437 CHF 55,635 CHF 100.00% 100.00%
04/07/2024 7.42% 0.13 CHF 0.14 CHF 425,000 425,000 401,033 401,033 52,090 CHF 56,100 CHF 100.00% 100.00%
03/07/2024 7.76% 0.12 CHF 0.13 CHF 425,000 425,000 415,187 415,187 51,445 CHF 55,597 CHF 99.24% 99.24%
02/07/2024 9.10% 0.11 CHF 0.12 CHF 475,000 475,000 484,239 481,367 50,823 CHF 55,366 CHF 99.66% 99.66%

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