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 9.92% 0.09 CHF 0.10 CHF 575,000 300,000 527,030 418,982 50,443 CHF 44,874 CHF 99.39% 99.39%
12/07/2024 9.59% 0.10 CHF 0.11 CHF 500,000 500,000 503,845 480,728 50,006 CHF 52,660 CHF 99.07% 99.07%
11/07/2024 10.89% 0.09 CHF 0.10 CHF 575,000 300,000 584,695 299,271 50,774 CHF 28,998 CHF 97.94% 97.94%
10/07/2024 11.70% 0.08 CHF 0.09 CHF 625,000 325,000 621,019 321,491 49,975 CHF 29,077 CHF 95.46% 95.46%
09/07/2024 10.62% 0.09 CHF 0.10 CHF 575,000 300,000 575,409 299,618 51,320 CHF 29,725 CHF 99.05% 99.05%
08/07/2024 9.67% 0.09 CHF 0.10 CHF 575,000 300,000 509,155 469,437 50,054 CHF 51,173 CHF 99.22% 99.22%
05/07/2024 9.44% 0.10 CHF 0.11 CHF 500,000 500,000 495,400 495,399 50,014 CHF 54,968 CHF 99.39% 99.39%
04/07/2024 9.71% 0.10 CHF 0.11 CHF 500,000 500,000 512,996 457,650 50,231 CHF 49,756 CHF 99.38% 99.38%
03/07/2024 10.10% 0.09 CHF 0.10 CHF 575,000 300,000 539,097 387,280 50,660 CHF 40,813 CHF 98.61% 98.61%
02/07/2024 10.28% 0.09 CHF 0.10 CHF 575,000 300,000 553,556 348,265 51,052 CHF 35,983 CHF 99.05% 99.05%

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