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 60.14% 0.03 CHF 0.06 CHF 500,000 25,000 500,000 25,000 17,546 CHF 1,621 CHF 98.73% 98.73%
12/07/2024 60.54% 0.03 CHF 0.06 CHF 500,000 25,000 500,000 25,000 14,883 CHF 1,396 CHF 99.38% 99.38%
11/07/2024 66.26% 0.03 CHF 0.06 CHF 500,000 25,000 500,000 25,000 15,160 CHF 1,508 CHF 99.15% 99.15%
10/07/2024 56.88% 0.03 CHF 0.05 CHF 500,000 25,000 500,000 25,000 15,000 CHF 1,353 CHF 100.00% 100.00%
09/07/2024 65.86% 0.03 CHF 0.05 CHF 500,000 25,000 500,000 25,000 15,000 CHF 1,488 CHF 100.00% 100.00%
08/07/2024 58.91% 0.03 CHF 0.06 CHF 500,000 25,000 500,000 25,000 17,321 CHF 1,579 CHF 100.00% 100.00%
05/07/2024 52.62% 0.04 CHF 0.07 CHF 500,000 25,000 500,000 25,000 20,419 CHF 1,747 CHF 99.62% 99.62%
04/07/2024 39.32% 0.05 CHF 0.07 CHF 500,000 25,000 457,831 25,000 24,826 CHF 2,021 CHF 100.00% 100.00%
03/07/2024 46.71% 0.06 CHF 0.08 CHF 472,288 25,000 478,217 25,000 22,431 CHF 1,885 CHF 96.53% 96.53%
02/07/2024 84.19% 0.02 CHF 0.05 CHF 500,000 25,000 500,000 25,000 10,213 CHF 1,250 CHF 100.00% 100.00%

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