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 8.51% 0.12 CHF 0.13 CHF 475,000 475,000 460,178 460,178 51,800 CHF 56,402 CHF 99.38% 99.38%
12/07/2024 8.72% 0.11 CHF 0.12 CHF 475,000 475,000 473,648 473,648 51,926 CHF 56,662 CHF 99.06% 99.06%
11/07/2024 8.88% 0.10 CHF 0.11 CHF 500,000 500,000 477,740 477,740 51,456 CHF 56,233 CHF 98.19% 98.19%
10/07/2024 8.01% 0.12 CHF 0.13 CHF 425,000 425,000 425,408 425,408 51,000 CHF 55,254 CHF 95.50% 95.50%
09/07/2024 8.59% 0.11 CHF 0.12 CHF 475,000 475,000 465,839 465,839 51,881 CHF 56,539 CHF 99.05% 99.05%
08/07/2024 8.63% 0.11 CHF 0.12 CHF 475,000 475,000 468,455 468,455 51,949 CHF 56,634 CHF 99.23% 99.23%
05/07/2024 8.98% 0.10 CHF 0.11 CHF 500,000 500,000 482,627 478,676 51,372 CHF 55,763 CHF 99.39% 99.39%
04/07/2024 10.57% 0.09 CHF 0.10 CHF 575,000 300,000 576,621 301,015 51,657 CHF 29,980 CHF 99.39% 99.39%
03/07/2024 14.41% 0.07 CHF 0.08 CHF 775,000 400,000 778,804 402,242 50,150 CHF 29,929 CHF 98.62% 98.62%
02/07/2024 16.90% 0.05 CHF 0.06 CHF 1,000,000 500,000 929,627 476,542 50,352 CHF 30,586 CHF 99.05% 99.05%

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