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 7.09% 0.12 CHF 0.13 CHF 425,000 425,000 380,426 380,425 51,836 CHF 55,640 CHF 100.00% 100.00%
12/07/2024 5.13% 0.21 CHF 0.22 CHF 250,000 250,000 278,371 278,371 52,821 CHF 55,605 CHF 99.68% 99.68%
11/07/2024 6.66% 0.16 CHF 0.17 CHF 350,000 350,000 362,235 362,235 52,580 CHF 56,202 CHF 99.28% 99.28%
10/07/2024 7.81% 0.14 CHF 0.15 CHF 375,000 375,000 420,314 420,314 51,743 CHF 55,946 CHF 96.10% 96.10%
09/07/2024 7.44% 0.12 CHF 0.13 CHF 425,000 425,000 400,790 400,789 51,923 CHF 55,931 CHF 99.65% 99.65%
08/07/2024 6.32% 0.14 CHF 0.15 CHF 375,000 375,000 341,021 341,021 52,241 CHF 55,651 CHF 99.84% 99.84%
05/07/2024 4.84% 0.18 CHF 0.19 CHF 300,000 300,000 261,093 261,093 52,571 CHF 55,182 CHF 100.00% 100.00%
04/07/2024 5.47% 0.19 CHF 0.20 CHF 300,000 300,000 297,399 297,399 52,936 CHF 55,910 CHF 100.00% 100.00%
03/07/2024 5.67% 0.17 CHF 0.18 CHF 300,000 300,000 303,771 303,771 52,111 CHF 55,149 CHF 99.24% 99.24%
02/07/2024 5.60% 0.17 CHF 0.18 CHF 325,000 325,000 300,356 300,356 52,164 CHF 55,168 CHF 99.66% 99.66%

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