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 10.84% 0.08 CHF 0.09 CHF 500,000 20,000 477,083 20,000 41,716 CHF 1,951 CHF 89.06% 89.06%
12/07/2024 11.19% 0.08 CHF 0.09 CHF 500,000 10,000 472,903 10,000 40,093 CHF 951 CHF 96.83% 96.83%
11/07/2024 10.66% 0.10 CHF 0.11 CHF 420,023 20,000 472,030 20,000 42,055 CHF 1,990 CHF 99.08% 99.08%
10/07/2024 11.31% 0.08 CHF 0.09 CHF 500,000 20,000 494,795 20,000 41,389 CHF 1,873 CHF 99.42% 99.42%
09/07/2024 10.18% 0.09 CHF 0.10 CHF 489,690 20,000 454,959 20,000 42,518 CHF 2,070 CHF 99.90% 99.90%
08/07/2024 9.60% 0.09 CHF 0.10 CHF 452,381 10,000 437,866 10,000 43,533 CHF 1,095 CHF 100.00% 100.00%
05/07/2024 8.84% 0.11 CHF 0.12 CHF 420,658 20,000 423,454 20,000 45,831 CHF 2,365 CHF 89.42% 89.42%
04/07/2024 10.32% 0.09 CHF 0.10 CHF 463,457 20,000 466,386 20,000 42,915 CHF 2,041 CHF 100.00% 100.00%
03/07/2024 12.31% 0.08 CHF 0.09 CHF 500,000 20,000 500,000 20,000 38,275 CHF 1,731 CHF 82.74% 82.74%
02/07/2024 14.85% 0.07 CHF 0.08 CHF 500,000 20,000 500,000 20,000 31,308 CHF 1,452 CHF 98.40% 98.40%

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