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 4.07% 0.22 CHF 0.23 CHF 235,000 235,000 102,731 102,731 23,725 CHF 24,755 CHF 100.00% 100.00%
12/07/2024 3.65% 0.27 CHF 0.28 CHF 225,000 225,000 98,468 98,468 29,639 CHF 30,644 CHF 100.00% 100.00%
11/07/2024 6.38% 0.24 CHF 0.25 CHF 230,000 230,000 103,662 103,662 22,108 CHF 23,302 CHF 99.99% 99.99%
10/07/2024 8.22% 0.14 CHF 0.16 CHF 240,000 240,000 107,294 107,294 15,790 CHF 17,025 CHF 99.89% 99.89%
09/07/2024 7.86% 0.14 CHF 0.15 CHF 240,000 240,000 107,169 107,121 16,745 CHF 17,969 CHF 99.73% 99.73%
08/07/2024 6.44% 0.16 CHF 0.17 CHF 240,000 240,000 105,611 105,611 19,572 CHF 20,785 CHF 99.31% 99.31%
05/07/2024 7.45% 0.16 CHF 0.17 CHF 240,000 240,000 106,444 106,444 17,147 CHF 18,371 CHF 100.00% 100.00%
04/07/2024 7.88% 0.16 CHF 0.17 CHF 96,000 96,000 76,921 76,921 11,900 CHF 12,829 CHF 99.64% 99.64%
03/07/2024 6.55% 0.14 CHF 0.15 CHF 240,000 240,000 105,164 105,164 19,185 CHF 20,394 CHF 100.00% 100.00%
02/07/2024 8.47% 0.13 CHF 0.14 CHF 240,000 240,000 106,601 106,601 15,435 CHF 16,664 CHF 99.98% 99.98%

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