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 8.99% 0.12 CHF 0.13 CHF 475,000 475,000 479,180 475,029 51,013 CHF 55,373 CHF 99.39% 99.39%
12/07/2024 9.25% 0.10 CHF 0.11 CHF 500,000 500,000 488,082 488,082 50,419 CHF 55,300 CHF 99.07% 99.07%
11/07/2024 7.87% 0.10 CHF 0.11 CHF 475,000 475,000 423,098 423,099 51,680 CHF 55,911 CHF 98.72% 98.72%
10/07/2024 6.41% 0.15 CHF 0.16 CHF 350,000 350,000 346,933 346,933 52,423 CHF 55,893 CHF 95.49% 95.49%
09/07/2024 7.23% 0.14 CHF 0.15 CHF 375,000 375,000 391,413 391,413 52,199 CHF 56,113 CHF 99.05% 99.05%
08/07/2024 7.84% 0.13 CHF 0.14 CHF 400,000 400,000 418,239 418,239 51,304 CHF 55,487 CHF 99.22% 99.22%
05/07/2024 8.51% 0.12 CHF 0.13 CHF 425,000 425,000 460,424 460,424 51,758 CHF 56,362 CHF 99.38% 99.38%
04/07/2024 7.64% 0.12 CHF 0.13 CHF 425,000 425,000 408,389 408,389 51,436 CHF 55,520 CHF 99.38% 99.38%
03/07/2024 7.01% 0.14 CHF 0.15 CHF 375,000 375,000 380,743 380,744 52,403 CHF 56,211 CHF 98.62% 98.62%
02/07/2024 6.59% 0.15 CHF 0.16 CHF 350,000 350,000 358,163 358,163 52,526 CHF 56,107 CHF 99.05% 99.05%

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