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 6.07% 0.16 CHF 0.17 CHF 325,000 325,000 325,505 325,505 51,972 CHF 55,227 CHF 100.00% 100.00%
12/07/2024 5.79% 0.17 CHF 0.18 CHF 300,000 300,000 305,748 305,748 51,298 CHF 54,355 CHF 99.67% 99.67%
11/07/2024 5.51% 0.17 CHF 0.18 CHF 300,000 300,000 298,827 298,827 52,787 CHF 55,775 CHF 88.81% 88.81%
10/07/2024 5.68% 0.17 CHF 0.18 CHF 300,000 300,000 301,592 301,586 51,606 CHF 54,621 CHF 96.09% 96.09%
09/07/2024 6.33% 0.15 CHF 0.16 CHF 325,000 325,000 341,251 341,251 52,195 CHF 55,607 CHF 99.64% 99.64%
08/07/2024 6.79% 0.14 CHF 0.15 CHF 375,000 375,000 370,515 370,515 52,698 CHF 56,403 CHF 99.85% 99.85%
05/07/2024 8.95% 0.11 CHF 0.12 CHF 500,000 500,000 483,075 483,075 51,600 CHF 56,430 CHF 100.00% 100.00%
04/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 100.00% 100.00%
03/07/2024 8.99% 0.10 CHF 0.11 CHF 500,000 500,000 483,516 483,516 51,388 CHF 56,223 CHF 99.25% 99.25%
02/07/2024 8.55% 0.11 CHF 0.12 CHF 475,000 475,000 465,432 465,432 52,098 CHF 56,753 CHF 99.67% 99.67%

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