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 6.58% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 42,490 CHF 15,123 CHF 96.56% 96.56%
12/07/2024 7.76% 0.12 CHF 0.13 CHF 300,000 100,000 300,000 100,000 35,084 CHF 12,638 CHF 98.86% 98.86%
11/07/2024 8.63% 0.10 CHF 0.11 CHF 300,000 100,000 300,000 100,000 31,183 CHF 11,330 CHF 99.09% 99.09%
10/07/2024 10.35% 0.10 CHF 0.11 CHF 300,000 100,000 300,000 100,000 25,396 CHF 9,387 CHF 100.00% 100.00%
09/07/2024 20.71% 0.07 CHF 0.08 CHF 300,000 100,000 103,432 60,686 7,547 CHF 5,399 CHF 100.00% 100.00%
08/07/2024 12.84% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 20,216 CHF 7,663 CHF 99.37% 99.37%
05/07/2024 11.36% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 22,955 CHF 8,569 CHF 98.26% 98.26%
04/07/2024 25.73% 0.07 CHF 0.08 CHF 300,000 100,000 68,436 53,687 4,446 CHF 4,368 CHF 99.38% 99.38%
03/07/2024 11.34% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 23,198 CHF 8,660 CHF 100.00% 100.00%
02/07/2024 11.19% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 23,906 CHF 8,912 CHF 99.96% 99.96%

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