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 10.31% 0.08 CHF 0.09 CHF 900,000 300,000 822,924 274,308 75,747 CHF 27,992 CHF 99.17% 99.17%
12/07/2024 11.60% 0.10 CHF 0.11 CHF 750,000 250,000 887,061 295,882 72,493 CHF 27,137 CHF 99.17% 99.17%
11/07/2024 13.20% 0.07 CHF 0.08 CHF 900,000 300,000 918,970 309,485 65,093 CHF 25,012 CHF 99.16% 99.16%
10/07/2024 13.35% 0.07 CHF 0.08 CHF 1,000,000 350,000 956,451 328,226 67,134 CHF 26,293 CHF 99.17% 99.17%
09/07/2024 14.68% 0.05 CHF 0.06 CHF 1,000,000 350,000 1,000,000 350,000 63,559 CHF 25,746 CHF 99.17% 99.17%
08/07/2024 12.96% 0.07 CHF 0.08 CHF 1,000,000 350,000 954,773 327,386 68,990 CHF 26,909 CHF 99.16% 99.16%
05/07/2024 11.82% 0.07 CHF 0.08 CHF 1,000,000 350,000 918,620 309,310 73,399 CHF 27,777 CHF 99.15% 99.15%
04/07/2024 11.62% 0.08 CHF 0.09 CHF 900,000 300,000 910,838 305,419 74,054 CHF 27,868 CHF 99.17% 99.17%
03/07/2024 12.25% 0.08 CHF 0.09 CHF 1,000,000 350,000 945,563 322,781 72,800 CHF 28,033 CHF 99.15% 99.15%
02/07/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 350,000 1,000,000 350,000 50,095 CHF 21,033 CHF 99.17% 99.17%

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