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 13.77% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 19,557 CHF 7,478 CHF 96.38% 96.38%
12/07/2024 16.14% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 16,046 CHF 6,286 CHF 99.01% 99.01%
11/07/2024 18.23% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 14,033 CHF 5,614 CHF 99.09% 99.09%
10/07/2024 21.12% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 11,771 CHF 4,847 CHF 100.00% 100.00%
09/07/2024 42.25% 0.03 CHF 0.04 CHF 300,000 100,000 103,432 60,686 3,352 CHF 2,887 CHF 100.00% 100.00%
08/07/2024 26.35% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 9,066 CHF 3,939 CHF 99.38% 99.38%
05/07/2024 23.23% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 10,505 CHF 4,418 CHF 98.26% 98.26%
04/07/2024 51.12% 0.03 CHF 0.04 CHF 300,000 100,000 68,437 53,687 1,970 CHF 2,444 CHF 99.37% 99.37%
03/07/2024 24.46% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 10,161 CHF 4,328 CHF 99.76% 99.76%
02/07/2024 23.86% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 10,460 CHF 4,430 CHF 100.00% 100.00%

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