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 22.98% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 28,789 CHF 3,620 CHF 97.10% 97.10%
12/07/2024 25.34% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 26,688 CHF 3,436 CHF 94.50% 94.50%
11/07/2024 20.73% 0.06 CHF 0.08 CHF 500,000 50,000 500,000 50,000 28,486 CHF 3,499 CHF 98.99% 98.99%
10/07/2024 22.99% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 24,682 CHF 3,113 CHF 100.00% 100.00%
09/07/2024 23.06% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 26,697 CHF 3,362 CHF 100.00% 100.00%
08/07/2024 19.22% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 33,597 CHF 4,067 CHF 100.00% 100.00%
05/07/2024 18.48% 0.07 CHF 0.08 CHF 500,000 50,000 500,000 50,000 35,320 CHF 4,248 CHF 98.87% 98.87%
04/07/2024 13.81% 0.10 CHF 0.11 CHF 500,000 50,000 500,000 50,000 47,881 CHF 5,496 CHF 100.00% 100.00%
03/07/2024 14.60% 0.09 CHF 0.10 CHF 500,000 50,000 500,000 50,000 42,647 CHF 4,934 CHF 99.73% 99.73%
02/07/2024 13.89% 0.09 CHF 0.10 CHF 500,000 50,000 500,000 50,000 40,369 CHF 4,637 CHF 100.00% 100.00%

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