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 11.14% 0.08 CHF 0.09 CHF 1,000,000 400,000 957,126 357,126 81,197 CHF 33,712 CHF 99.17% 99.17%
12/07/2024 10.03% 0.10 CHF 0.11 CHF 900,000 300,000 951,935 351,935 90,268 CHF 36,727 CHF 99.16% 99.16%
11/07/2024 10.60% 0.11 CHF 0.12 CHF 900,000 300,000 998,101 398,101 89,681 CHF 39,733 CHF 99.17% 99.17%
10/07/2024 10.71% 0.08 CHF 0.09 CHF 1,000,000 400,000 999,926 400,000 88,513 CHF 39,408 CHF 99.16% 99.16%
09/07/2024 11.89% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 421,987 79,641 CHF 37,684 CHF 99.17% 99.17%
08/07/2024 6.94% 0.13 CHF 0.14 CHF 900,000 125,000 875,891 124,978 121,991 CHF 18,718 CHF 99.16% 99.16%
05/07/2024 5.19% 0.17 CHF 0.18 CHF 750,000 125,000 747,239 125,000 140,595 CHF 24,780 CHF 99.15% 99.15%
04/07/2024 5.42% 0.19 CHF 0.20 CHF 750,000 125,000 751,361 125,000 135,160 CHF 23,743 CHF 99.17% 99.17%
03/07/2024 5.56% 0.18 CHF 0.19 CHF 750,000 125,000 750,000 125,000 131,249 CHF 23,125 CHF 99.15% 99.15%
02/07/2024 6.96% 0.15 CHF 0.16 CHF 900,000 125,000 904,403 125,000 125,904 CHF 18,664 CHF 99.17% 99.17%

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