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 7.83% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,160 123,386 CHF 53,374 CHF 93.44% 93.44%
12/07/2024 6.54% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 148,031 CHF 63,212 CHF 94.26% 94.26%
11/07/2024 5.17% 0.17 CHF 0.18 CHF 900,000 300,000 900,000 300,000 170,105 CHF 59,702 CHF 90.57% 90.57%
10/07/2024 4.43% 0.21 CHF 0.22 CHF 900,000 300,000 792,300 264,100 174,817 CHF 60,913 CHF 87.09% 87.09%
09/07/2024 4.18% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 175,741 CHF 61,080 CHF 84.48% 84.48%
08/07/2024 4.65% 0.22 CHF 0.23 CHF 750,000 250,000 872,210 290,737 183,201 CHF 63,974 CHF 85.97% 85.97%
05/07/2024 4.64% 0.22 CHF 0.23 CHF 750,000 250,000 865,920 288,640 182,023 CHF 63,561 CHF 91.22% 91.22%
04/07/2024 4.00% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 184,124 CHF 63,875 CHF 80.01% 80.01%
03/07/2024 3.93% 0.25 CHF 0.26 CHF 750,000 250,000 757,477 252,492 189,265 CHF 65,613 CHF 91.68% 91.68%
02/07/2024 3.50% 0.28 CHF 0.29 CHF 750,000 250,000 749,943 249,981 211,223 CHF 72,908 CHF 96.56% 96.56%

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