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 6.50% 0.15 CHF 0.16 CHF 350,000 350,000 352,605 352,605 52,484 CHF 56,010 CHF 100.00% 100.00%
12/07/2024 6.33% 0.14 CHF 0.15 CHF 350,000 350,000 341,609 341,609 52,230 CHF 55,646 CHF 99.67% 99.67%
11/07/2024 5.89% 0.16 CHF 0.17 CHF 325,000 325,000 313,748 313,748 51,648 CHF 54,786 CHF 68.72% 68.72%
10/07/2024 5.76% 0.17 CHF 0.18 CHF 300,000 300,000 304,066 304,066 51,312 CHF 54,353 CHF 96.09% 96.09%
09/07/2024 5.77% 0.18 CHF 0.19 CHF 300,000 300,000 310,452 310,452 52,284 CHF 55,389 CHF 99.64% 99.64%
08/07/2024 6.73% 0.15 CHF 0.16 CHF 350,000 350,000 365,339 365,339 52,489 CHF 56,143 CHF 99.83% 99.83%
05/07/2024 6.07% 0.16 CHF 0.17 CHF 325,000 325,000 325,326 325,326 51,929 CHF 55,182 CHF 100.00% 100.00%
04/07/2024 5.12% 0.19 CHF 0.20 CHF 275,000 275,000 274,369 274,369 52,211 CHF 54,954 CHF 100.00% 100.00%
03/07/2024 4.90% 0.19 CHF 0.20 CHF 250,000 250,000 256,299 256,298 50,974 CHF 53,537 CHF 99.23% 99.23%
02/07/2024 4.32% 0.21 CHF 0.22 CHF 250,000 250,000 232,524 232,523 52,708 CHF 55,033 CHF 99.67% 99.67%

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