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 6.24% 0.16 CHF 0.17 CHF 900,000 300,000 961,968 361,968 149,312 CHF 59,693 CHF 99.57% 99.57%
12/07/2024 5.59% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 156,685 CHF 55,228 CHF 99.46% 99.46%
11/07/2024 6.36% 0.16 CHF 0.17 CHF 900,000 300,000 978,330 378,330 148,786 CHF 61,218 CHF 99.02% 99.02%
10/07/2024 6.81% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 141,876 CHF 60,750 CHF 99.58% 99.58%
09/07/2024 7.00% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 138,073 CHF 59,229 CHF 99.57% 99.57%
08/07/2024 6.61% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 146,514 CHF 62,606 CHF 99.57% 99.57%
05/07/2024 6.89% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 140,168 CHF 60,067 CHF 99.60% 99.60%
04/07/2024 7.05% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 136,910 CHF 58,764 CHF 99.57% 99.57%
03/07/2024 5.86% 0.14 CHF 0.15 CHF 1,000,000 400,000 917,695 317,695 152,124 CHF 55,649 CHF 99.53% 99.53%
02/07/2024 5.78% 0.16 CHF 0.17 CHF 900,000 300,000 910,855 310,855 153,176 CHF 55,321 CHF 99.31% 99.31%

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