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 15.58% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 17,160 CHF 6,685 CHF 94.36% 94.36%
12/07/2024 16.98% 0.05 CHF 0.06 CHF 50,000 100,000 300,000 100,000 15,235 CHF 6,020 CHF 96.82% 99.01%
11/07/2024 18.33% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 14,145 CHF 5,666 CHF 99.08% 99.08%
10/07/2024 18.98% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 13,130 CHF 5,293 CHF 100.00% 100.00%
09/07/2024 36.74% 0.04 CHF 0.05 CHF 300,000 100,000 103,432 60,686 4,023 CHF 3,264 CHF 100.00% 100.00%
08/07/2024 21.52% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 11,413 CHF 4,722 CHF 99.37% 99.37%
05/07/2024 19.96% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 12,361 CHF 5,032 CHF 98.26% 98.26%
04/07/2024 41.69% 0.04 CHF 0.05 CHF 300,000 100,000 68,437 53,687 2,512 CHF 2,869 CHF 99.37% 99.37%
03/07/2024 22.16% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 11,285 CHF 4,699 CHF 100.00% 100.00%
02/07/2024 21.52% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 11,692 CHF 4,837 CHF 99.96% 99.96%

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