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 6.59% 0.16 CHF 0.17 CHF 320,000 250,000 317,017 200,201 51,170 CHF 34,592 CHF 99.23% 99.23%
12/07/2024 5.85% 0.17 CHF 0.18 CHF 300,000 250,000 300,449 200,187 51,004 CHF 36,034 CHF 99.55% 99.55%
11/07/2024 8.10% 0.17 CHF 0.18 CHF 300,000 250,000 279,126 200,198 51,179 CHF 39,608 CHF 97.98% 97.98%
10/07/2024 5.58% 0.20 CHF 0.21 CHF 250,000 250,000 267,297 199,961 51,124 CHF 40,429 CHF 95.22% 95.22%
09/07/2024 5.12% 0.19 CHF 0.20 CHF 270,000 250,000 268,663 200,178 51,211 CHF 40,205 CHF 99.53% 99.53%
08/07/2024 6.32% 0.19 CHF 0.20 CHF 270,000 250,000 282,031 200,194 50,675 CHF 38,430 CHF 99.55% 99.55%
05/07/2024 5.58% 0.17 CHF 0.18 CHF 300,000 250,000 279,701 200,354 50,490 CHF 38,279 CHF 98.21% 98.21%
04/07/2024 5.47% 0.18 CHF 0.19 CHF 280,000 250,000 280,214 198,770 50,406 CHF 37,766 CHF 86.76% 86.76%
03/07/2024 5.47% 0.18 CHF 0.19 CHF 280,000 250,000 270,763 200,344 51,231 CHF 39,956 CHF 99.54% 99.54%
02/07/2024 5.32% 0.19 CHF 0.20 CHF 270,000 250,000 247,480 200,175 50,438 CHF 42,843 CHF 97.93% 97.93%

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