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 4.72% 0.22 CHF 0.23 CHF 150,000 150,000 67,636 67,636 14,455 CHF 15,135 CHF 100.00% 100.00%
12/07/2024 5.70% 0.19 CHF 0.20 CHF 150,000 150,000 68,340 68,340 12,261 CHF 12,948 CHF 100.00% 100.00%
11/07/2024 5.87% 0.18 CHF 0.19 CHF 150,000 150,000 71,876 71,876 12,325 CHF 13,047 CHF 99.98% 99.98%
10/07/2024 6.11% 0.16 CHF 0.17 CHF 160,000 160,000 72,244 72,244 11,611 CHF 12,337 CHF 99.90% 99.90%
09/07/2024 5.80% 0.16 CHF 0.17 CHF 160,000 160,000 72,034 72,034 12,308 CHF 13,033 CHF 100.00% 100.00%
08/07/2024 6.22% 0.17 CHF 0.18 CHF 160,000 160,000 72,115 72,115 11,858 CHF 12,583 CHF 100.00% 100.00%
05/07/2024 6.38% 0.15 CHF 0.16 CHF 160,000 160,000 72,236 72,236 11,173 CHF 11,899 CHF 99.90% 99.90%
04/07/2024 6.14% 0.16 CHF 0.17 CHF 70,000 70,000 54,047 54,047 8,541 CHF 9,081 CHF 100.00% 100.00%
03/07/2024 5.87% 0.17 CHF 0.18 CHF 160,000 160,000 69,674 69,674 11,758 CHF 12,458 CHF 100.00% 100.00%
02/07/2024 6.36% 0.17 CHF 0.18 CHF 160,000 160,000 72,156 72,156 11,458 CHF 12,183 CHF 99.99% 99.99%

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