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 9.85% 0.10 CHF 0.11 CHF 490,000 250,000 490,519 200,123 50,153 CHF 22,624 CHF 99.37% 99.37%
12/07/2024 9.38% 0.11 CHF 0.12 CHF 450,000 250,000 467,744 200,121 50,559 CHF 23,776 CHF 99.69% 99.69%
11/07/2024 7.89% 0.11 CHF 0.11 CHF 460,000 250,000 405,006 200,128 50,579 CHF 26,914 CHF 98.18% 98.18%
10/07/2024 7.77% 0.14 CHF 0.15 CHF 350,000 250,000 390,252 199,884 50,771 CHF 28,131 CHF 95.36% 95.36%
09/07/2024 8.01% 0.13 CHF 0.14 CHF 390,000 250,000 395,864 200,114 50,570 CHF 27,750 CHF 99.68% 99.68%
08/07/2024 8.68% 0.14 CHF 0.14 CHF 380,000 250,000 429,852 200,128 50,734 CHF 25,896 CHF 99.68% 99.68%
05/07/2024 8.39% 0.12 CHF 0.12 CHF 430,000 250,000 419,123 200,269 50,602 CHF 26,299 CHF 98.35% 98.35%
04/07/2024 8.65% 0.12 CHF 0.13 CHF 410,000 250,000 429,137 198,831 50,647 CHF 25,560 CHF 91.30% 91.30%
03/07/2024 7.84% 0.12 CHF 0.13 CHF 410,000 250,000 394,006 200,271 50,731 CHF 27,807 CHF 99.69% 99.69%
02/07/2024 6.97% 0.14 CHF 0.14 CHF 370,000 250,000 352,833 200,103 50,711 CHF 30,662 CHF 98.06% 98.06%

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