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 12.31% 0.09 CHF 0.10 CHF 280,000 280,000 279,240 279,240 21,779 CHF 24,571 CHF 100.00% 100.00%
12/07/2024 9.49% 0.03 CHF 0.04 CHF 280,000 280,000 283,001 283,001 30,957 CHF 33,787 CHF 100.00% 100.00%
11/07/2024 5.98% 0.14 CHF 0.14 CHF 290,000 290,000 288,450 288,450 47,091 CHF 49,978 CHF 99.98% 99.98%
10/07/2024 4.83% 0.18 CHF 0.19 CHF 290,000 290,000 292,818 292,818 59,454 CHF 62,382 CHF 100.00% 100.00%
09/07/2024 4.85% 0.24 CHF 0.25 CHF 300,000 300,000 292,901 292,901 59,403 CHF 62,332 CHF 99.73% 99.73%
08/07/2024 6.37% 0.16 CHF 0.17 CHF 290,000 290,000 288,796 288,796 43,930 CHF 46,818 CHF 99.31% 99.31%
05/07/2024 7.43% 0.16 CHF 0.17 CHF 290,000 290,000 284,905 284,905 37,549 CHF 40,398 CHF 99.99% 99.99%
04/07/2024 5.87% 0.16 CHF 0.17 CHF 290,000 290,000 288,800 288,800 47,743 CHF 50,631 CHF 99.61% 99.61%
03/07/2024 5.28% 0.17 CHF 0.18 CHF 290,000 290,000 290,661 290,661 53,841 CHF 56,747 CHF 100.00% 100.00%
02/07/2024 4.91% 0.20 CHF 0.21 CHF 295,000 295,000 293,783 293,783 58,498 CHF 61,436 CHF 99.99% 99.99%

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