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 9.01% 0.10 CHF 0.11 CHF 150,000 150,000 149,995 150,000 16,313 CHF 17,814 CHF 98.59% 98.59%
12/07/2024 4.56% 0.14 CHF 0.15 CHF 150,000 150,000 150,000 149,999 33,596 CHF 35,095 CHF 99.30% 99.30%
11/07/2024 2.80% 0.33 CHF 0.34 CHF 150,000 150,000 150,000 149,985 53,334 CHF 54,829 CHF 97.65% 97.65%
10/07/2024 1.48% 0.54 CHF 0.55 CHF 150,000 150,000 150,000 150,000 101,169 CHF 102,669 CHF 99.27% 99.27%
09/07/2024 1.58% 0.73 CHF 0.74 CHF 150,000 150,000 150,000 150,000 95,119 CHF 96,619 CHF 99.37% 99.37%
08/07/2024 1.41% 0.72 CHF 0.73 CHF 150,000 150,000 150,000 150,000 105,841 CHF 107,341 CHF 97.65% 97.65%
05/07/2024 1.48% 0.80 CHF 0.81 CHF 150,000 150,000 150,000 150,000 101,165 CHF 102,665 CHF 99.36% 99.36%
04/07/2024 1.41% 0.66 CHF 0.67 CHF 150,000 150,000 150,000 150,000 106,125 CHF 107,625 CHF 99.17% 99.17%
03/07/2024 1.31% 0.75 CHF 0.76 CHF 150,000 150,000 150,000 150,000 114,142 CHF 115,642 CHF 99.16% 99.16%
02/07/2024 1.10% 0.81 CHF 0.82 CHF 150,000 150,000 150,000 150,000 136,426 CHF 137,926 CHF 99.15% 99.15%

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