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 6.36% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 44,206 CHF 15,702 CHF 96.56% 96.56%
12/07/2024 6.99% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 38,988 CHF 13,936 CHF 99.01% 99.01%
11/07/2024 7.48% 0.12 CHF 0.13 CHF 300,000 100,000 300,000 100,000 36,333 CHF 13,051 CHF 99.09% 99.09%
10/07/2024 8.14% 0.12 CHF 0.13 CHF 300,000 100,000 300,000 100,000 32,402 CHF 11,717 CHF 100.00% 100.00%
09/07/2024 15.90% 0.10 CHF 0.11 CHF 300,000 100,000 103,432 60,686 10,198 CHF 6,930 CHF 100.00% 100.00%
08/07/2024 9.39% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 28,253 CHF 10,345 CHF 99.38% 99.38%
05/07/2024 8.67% 0.10 CHF 0.10 CHF 300,000 100,000 300,000 100,000 30,473 CHF 11,077 CHF 98.26% 98.26%
04/07/2024 18.51% 0.10 CHF 0.11 CHF 300,000 100,000 68,436 53,687 6,350 CHF 5,864 CHF 99.38% 99.38%
03/07/2024 9.20% 0.10 CHF 0.10 CHF 300,000 100,000 300,000 100,000 29,332 CHF 10,719 CHF 99.84% 99.84%
02/07/2024 8.87% 0.10 CHF 0.11 CHF 300,000 100,000 300,000 100,000 30,349 CHF 11,055 CHF 99.96% 99.96%

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