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 19.15% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 23,799 CHF 5,760 CHF 98.16% 98.16%
12/07/2024 18.18% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,000 CHF 6,000 CHF 98.41% 98.41%
11/07/2024 20.38% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 22,275 CHF 5,455 CHF 99.08% 99.08%
10/07/2024 25.65% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 17,297 CHF 4,459 CHF 100.00% 100.00%
09/07/2024 30.97% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 13,951 CHF 3,790 CHF 100.00% 100.00%
08/07/2024 25.92% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 17,086 CHF 4,417 CHF 100.00% 100.00%
05/07/2024 22.12% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,123 CHF 5,025 CHF 98.88% 98.88%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,000 CHF 5,000 CHF 99.49% 99.49%
03/07/2024 23.77% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 18,783 CHF 4,757 CHF 99.79% 99.79%
02/07/2024 28.54% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,023 CHF 4,005 CHF 99.38% 99.38%

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