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 10.89% 0.08 CHF 0.09 CHF 900,000 200,000 900,000 200,000 78,392 CHF 19,421 CHF 99.16% 99.16%
12/07/2024 12.24% 0.08 CHF 0.09 CHF 900,000 200,000 900,000 200,000 69,293 CHF 17,398 CHF 99.16% 99.16%
11/07/2024 9.68% 0.10 CHF 0.11 CHF 900,000 200,000 900,000 200,000 88,856 CHF 21,746 CHF 99.16% 99.16%
10/07/2024 10.50% 0.10 CHF 0.11 CHF 900,000 200,000 900,000 200,000 81,245 CHF 20,054 CHF 99.16% 99.16%
09/07/2024 9.86% 0.08 CHF 0.09 CHF 900,000 200,000 900,000 200,000 87,259 CHF 21,391 CHF 99.17% 99.17%
08/07/2024 10.04% 0.08 CHF 0.09 CHF 900,000 200,000 900,000 200,000 85,499 CHF 21,000 CHF 99.16% 99.16%
05/07/2024 6.89% 0.13 CHF 0.14 CHF 900,000 200,000 900,000 200,000 126,421 CHF 30,094 CHF 99.15% 99.15%
04/07/2024 5.62% 0.17 CHF 0.18 CHF 900,000 200,000 900,000 200,000 155,826 CHF 36,628 CHF 99.17% 99.17%
03/07/2024 5.73% 0.18 CHF 0.19 CHF 900,000 200,000 900,000 200,000 153,311 CHF 36,069 CHF 99.15% 99.15%
02/07/2024 6.77% 0.14 CHF 0.15 CHF 900,000 200,000 900,000 200,000 128,521 CHF 30,560 CHF 99.17% 99.17%

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