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 7.71% 0.13 CHF 0.14 CHF 400,000 400,000 413,165 413,165 51,521 CHF 55,653 CHF 100.00% 100.00%
12/07/2024 7.51% 0.11 CHF 0.12 CHF 425,000 425,000 402,833 402,833 51,695 CHF 55,723 CHF 99.67% 99.67%
11/07/2024 6.66% 0.14 CHF 0.15 CHF 375,000 375,000 361,290 361,290 52,456 CHF 56,069 CHF 83.34% 83.34%
10/07/2024 6.21% 0.15 CHF 0.16 CHF 350,000 350,000 334,666 334,666 52,200 CHF 55,547 CHF 96.09% 96.09%
09/07/2024 6.04% 0.17 CHF 0.18 CHF 325,000 325,000 325,200 325,200 52,275 CHF 55,527 CHF 99.67% 99.67%
08/07/2024 6.45% 0.15 CHF 0.16 CHF 350,000 350,000 349,961 349,961 52,540 CHF 56,040 CHF 99.84% 99.84%
05/07/2024 6.61% 0.16 CHF 0.17 CHF 325,000 325,000 358,652 358,652 52,453 CHF 56,039 CHF 100.00% 100.00%
04/07/2024 6.47% 0.15 CHF 0.16 CHF 350,000 350,000 350,526 350,526 52,465 CHF 55,971 CHF 100.00% 100.00%
03/07/2024 6.24% 0.15 CHF 0.16 CHF 350,000 350,000 335,680 335,680 52,082 CHF 55,439 CHF 99.23% 99.23%
02/07/2024 5.25% 0.18 CHF 0.19 CHF 300,000 300,000 285,701 285,701 53,003 CHF 55,860 CHF 99.67% 99.67%

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