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 6.71% 0.14 CHF 0.15 CHF 350,000 350,000 363,481 363,481 52,351 CHF 55,986 CHF 100.00% 100.00%
12/07/2024 7.35% 0.13 CHF 0.14 CHF 400,000 400,000 394,919 394,919 51,831 CHF 55,781 CHF 99.68% 99.68%
11/07/2024 7.77% 0.12 CHF 0.13 CHF 425,000 425,000 413,418 413,418 51,142 CHF 55,277 CHF 91.43% 91.43%
10/07/2024 7.73% 0.13 CHF 0.14 CHF 400,000 400,000 413,279 413,279 51,447 CHF 55,580 CHF 96.08% 96.08%
09/07/2024 7.71% 0.13 CHF 0.14 CHF 400,000 400,000 412,810 412,810 51,465 CHF 55,593 CHF 99.67% 99.67%
08/07/2024 8.49% 0.12 CHF 0.13 CHF 425,000 425,000 457,478 457,478 51,606 CHF 56,181 CHF 99.84% 99.84%
05/07/2024 7.88% 0.12 CHF 0.13 CHF 400,000 400,000 418,493 418,493 50,999 CHF 55,184 CHF 100.00% 100.00%
04/07/2024 7.22% 0.13 CHF 0.14 CHF 400,000 400,000 390,425 390,425 52,104 CHF 56,009 CHF 100.00% 100.00%
03/07/2024 6.42% 0.15 CHF 0.16 CHF 350,000 350,000 347,798 347,798 52,403 CHF 55,881 CHF 99.23% 99.23%
02/07/2024 5.52% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 52,896 CHF 55,896 CHF 99.66% 99.66%

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