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 13.33% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 35,005 CHF 8,001 CHF 98.16% 98.16%
12/07/2024 11.87% 0.08 CHF 0.09 CHF 500,000 100,000 452,961 100,000 36,035 CHF 8,933 CHF 98.41% 98.41%
11/07/2024 13.29% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 21,113 CHF 8,038 CHF 99.08% 99.08%
10/07/2024 16.71% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 16,581 CHF 6,527 CHF 100.00% 100.00%
09/07/2024 20.61% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 13,197 CHF 5,399 CHF 100.00% 100.00%
08/07/2024 16.51% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 16,796 CHF 6,599 CHF 100.00% 100.00%
05/07/2024 14.33% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 19,546 CHF 7,515 CHF 98.88% 98.88%
04/07/2024 15.13% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 18,367 CHF 7,122 CHF 99.50% 99.50%
03/07/2024 15.99% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 17,390 CHF 6,797 CHF 99.79% 99.79%
02/07/2024 18.27% 0.05 CHF 0.06 CHF 300,000 100,000 373,510 99,947 18,592 CHF 5,974 CHF 99.16% 99.16%

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