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 5.42% 0.18 CHF 0.19 CHF 300,000 300,000 298,439 298,439 53,562 CHF 56,546 CHF 100.00% 100.00%
12/07/2024 5.39% 0.19 CHF 0.20 CHF 300,000 300,000 294,777 294,777 53,268 CHF 56,216 CHF 99.68% 99.68%
11/07/2024 5.69% 0.17 CHF 0.18 CHF 300,000 300,000 301,258 301,258 51,455 CHF 54,467 CHF 99.16% 99.16%
10/07/2024 6.11% 0.16 CHF 0.17 CHF 325,000 325,000 327,641 327,641 52,013 CHF 55,289 CHF 96.08% 96.08%
09/07/2024 6.32% 0.15 CHF 0.16 CHF 350,000 350,000 341,610 341,610 52,321 CHF 55,737 CHF 99.65% 99.65%
08/07/2024 5.00% 0.17 CHF 0.18 CHF 300,000 300,000 270,036 270,036 52,635 CHF 55,335 CHF 99.84% 99.84%
05/07/2024 4.93% 0.20 CHF 0.21 CHF 275,000 275,000 257,182 257,183 50,897 CHF 53,469 CHF 100.00% 100.00%
04/07/2024 4.79% 0.20 CHF 0.21 CHF 250,000 250,000 252,313 252,313 51,488 CHF 54,011 CHF 100.00% 100.00%
03/07/2024 5.58% 0.17 CHF 0.18 CHF 300,000 300,000 301,401 301,401 52,535 CHF 55,549 CHF 99.23% 99.23%
02/07/2024 6.65% 0.14 CHF 0.15 CHF 375,000 375,000 361,553 361,553 52,548 CHF 56,163 CHF 99.66% 99.66%

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