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 24.71% 0.03 CHF 0.04 CHF 300,000 300,000 299,430 299,430 10,683 CHF 13,681 CHF 100.00% 100.00%
12/07/2024 21.83% 0.04 CHF 0.05 CHF 300,000 300,000 299,445 299,445 12,307 CHF 15,305 CHF 100.00% 100.00%
11/07/2024 23.95% 0.04 CHF 0.05 CHF 300,000 300,000 298,488 298,488 11,224 CHF 14,217 CHF 100.00% 100.00%
10/07/2024 24.00% 0.04 CHF 0.05 CHF 300,000 300,000 299,444 299,444 11,046 CHF 14,044 CHF 100.00% 100.00%
09/07/2024 24.65% 0.04 CHF 0.05 CHF 300,000 300,000 298,457 298,457 10,736 CHF 13,734 CHF 100.00% 100.00%
08/07/2024 23.47% 0.04 CHF 0.05 CHF 300,000 300,000 298,954 298,954 11,336 CHF 14,334 CHF 100.00% 100.00%
05/07/2024 21.72% 0.04 CHF 0.05 CHF 300,000 300,000 299,432 299,432 12,369 CHF 15,367 CHF 96.90% 96.90%
04/07/2024 22.10% 0.04 CHF 0.05 CHF 150,000 150,000 266,895 266,895 10,753 CHF 13,425 CHF 100.00% 100.00%
03/07/2024 23.05% 0.04 CHF 0.05 CHF 300,000 300,000 299,440 299,440 11,571 CHF 14,569 CHF 98.65% 98.65%
02/07/2024 20.78% 0.04 CHF 0.05 CHF 300,000 300,000 299,448 299,448 12,998 CHF 15,996 CHF 100.00% 100.00%

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