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
25/07/2024 8.07% 0.13 CHF 0.14 CHF 400,000 400,000 429,850 429,850 51,113 CHF 55,412 CHF 99.37% 99.37%
24/07/2024 7.51% 0.13 CHF 0.14 CHF 400,000 400,000 402,886 402,886 51,667 CHF 55,695 CHF 99.38% 99.38%
23/07/2024 6.71% 0.14 CHF 0.15 CHF 375,000 375,000 363,798 363,798 52,399 CHF 56,037 CHF 99.38% 99.38%
22/07/2024 6.36% 0.15 CHF 0.16 CHF 350,000 350,000 344,741 344,741 52,510 CHF 55,957 CHF 99.38% 99.38%
19/07/2024 6.90% 0.14 CHF 0.15 CHF 375,000 375,000 375,257 375,257 52,495 CHF 56,247 CHF 99.01% 99.01%
18/07/2024 6.79% 0.14 CHF 0.15 CHF 375,000 375,000 367,747 367,747 52,365 CHF 56,042 CHF 97.12% 97.12%
17/07/2024 6.47% 0.14 CHF 0.15 CHF 350,000 350,000 350,269 350,270 52,397 CHF 55,900 CHF 98.80% 98.80%
16/07/2024 6.21% 0.15 CHF 0.16 CHF 350,000 350,000 335,314 335,314 52,336 CHF 55,690 CHF 99.38% 99.38%
15/07/2024 5.90% 0.16 CHF 0.17 CHF 325,000 325,000 313,200 313,200 51,501 CHF 54,633 CHF 99.38% 99.38%
12/07/2024 5.68% 0.18 CHF 0.19 CHF 300,000 300,000 301,317 301,317 51,522 CHF 54,536 CHF 99.04% 99.04%

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