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 82.65% 0.01 CHF 0.04 CHF 440,961 25,000 431,187 25,000 7,641 CHF 1,053 CHF 94.20% 94.20%
12/07/2024 85.65% 0.02 CHF 0.05 CHF 445,852 25,000 435,230 25,000 7,896 CHF 1,122 CHF 98.90% 98.90%
11/07/2024 112.88% 0.02 CHF 0.04 CHF 455,250 25,000 490,259 25,000 5,244 CHF 961 CHF 94.92% 97.82%
10/07/2024 110.07% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 876 CHF 98.00% 99.89%
09/07/2024 111.36% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 892 CHF 59.17% 91.41%
08/07/2024 109.40% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 867 CHF 93.58% 95.24%
05/07/2024 109.74% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 872 CHF 83.75% 98.86%
04/07/2024 107.22% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 840 CHF 83.95% 96.18%
03/07/2024 100.00% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 750 CHF 20.25% 99.73%
02/07/2024 100.00% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 5,000 CHF 750 CHF 43.15% 99.36%

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