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 58.39% 0.02 CHF 0.03 CHF 500,000 100,000 290,200 76,689 5,386 CHF 2,121 CHF 45.28% 47.98%
12/07/2024 18.27% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 24,895 CHF 5,979 CHF 99.01% 99.01%
11/07/2024 18.25% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 24,917 CHF 5,983 CHF 90.45% 90.45%
10/07/2024 22.14% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,103 CHF 5,021 CHF 99.73% 99.73%
09/07/2024 19.62% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 23,224 CHF 5,645 CHF 97.58% 97.58%
08/07/2024 18.26% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 24,902 CHF 5,980 CHF 99.74% 99.74%
05/07/2024 16.36% 0.05 CHF 0.06 CHF 500,000 100,000 495,957 99,551 28,301 CHF 6,678 CHF 98.47% 98.47%
04/07/2024 18.18% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,000 CHF 6,000 CHF 99.42% 99.42%
03/07/2024 19.70% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 23,125 CHF 5,625 CHF 99.82% 99.82%
02/07/2024 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,005 CHF 5,001 CHF 99.74% 99.74%

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