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 8.70% 0.10 CHF 0.11 CHF 500,000 500,000 466,376 466,376 51,322 CHF 55,986 CHF 100.00% 100.00%
12/07/2024 8.11% 0.13 CHF 0.14 CHF 400,000 400,000 435,555 435,555 51,546 CHF 55,902 CHF 99.66% 99.66%
11/07/2024 9.47% 0.11 CHF 0.12 CHF 500,000 500,000 500,869 495,731 50,388 CHF 54,836 CHF 99.42% 99.42%
10/07/2024 10.57% 0.09 CHF 0.10 CHF 575,000 300,000 576,017 306,471 51,624 CHF 30,581 CHF 96.07% 96.07%
09/07/2024 9.91% 0.09 CHF 0.10 CHF 575,000 300,000 527,152 427,593 50,563 CHF 45,803 CHF 99.65% 99.65%
08/07/2024 9.18% 0.10 CHF 0.11 CHF 500,000 500,000 489,589 489,589 50,968 CHF 55,864 CHF 99.83% 99.83%
05/07/2024 8.57% 0.11 CHF 0.12 CHF 500,000 500,000 466,689 466,689 52,103 CHF 56,770 CHF 100.00% 100.00%
04/07/2024 8.66% 0.11 CHF 0.12 CHF 475,000 475,000 472,900 472,900 52,259 CHF 56,988 CHF 100.00% 100.00%
03/07/2024 8.47% 0.11 CHF 0.12 CHF 475,000 475,000 458,389 458,389 51,820 CHF 56,403 CHF 99.23% 99.23%
02/07/2024 9.31% 0.10 CHF 0.11 CHF 500,000 500,000 493,353 493,353 50,583 CHF 55,517 CHF 99.66% 99.66%

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