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 10.94% 0.10 CHF 0.11 CHF 500,000 100,000 382,837 100,000 43,825 CHF 12,813 CHF 93.66% 93.66%
12/07/2024 8.97% 0.12 CHF 0.13 CHF 420,000 100,000 470,219 100,000 50,120 CHF 11,712 CHF 96.09% 96.09%
11/07/2024 14.83% 0.09 CHF 0.10 CHF 500,000 100,000 419,596 100,000 38,409 CHF 10,317 CHF 97.58% 97.58%
10/07/2024 15.14% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 30,589 CHF 7,118 CHF 96.75% 96.75%
09/07/2024 14.91% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 31,220 CHF 7,244 CHF 99.55% 99.55%
08/07/2024 15.58% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 29,758 CHF 6,952 CHF 96.75% 96.75%
05/07/2024 13.93% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 33,654 CHF 7,731 CHF 99.51% 99.51%
04/07/2024 13.20% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 35,633 CHF 8,127 CHF 99.66% 99.66%
03/07/2024 12.90% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 36,379 CHF 8,276 CHF 98.97% 98.97%
02/07/2024 14.68% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 31,725 CHF 7,345 CHF 99.86% 99.86%

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