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 24.59% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 32,637 CHF 13,879 CHF 99.17% 99.17%
12/07/2024 24.33% 0.03 CHF 0.04 CHF 900,000 300,000 900,000 300,000 33,013 CHF 14,004 CHF 99.17% 99.17%
11/07/2024 24.36% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 33,026 CHF 14,009 CHF 99.16% 99.16%
10/07/2024 24.99% 0.03 CHF 0.04 CHF 900,000 300,000 900,000 300,000 32,071 CHF 13,690 CHF 99.16% 99.16%
09/07/2024 22.22% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 35,999 CHF 15,000 CHF 99.17% 99.17%
08/07/2024 19.80% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 41,387 CHF 16,796 CHF 99.15% 99.15%
05/07/2024 17.27% 0.05 CHF 0.06 CHF 900,000 300,000 900,000 300,000 47,928 CHF 18,976 CHF 99.15% 99.15%
04/07/2024 18.22% 0.05 CHF 0.06 CHF 900,000 300,000 900,000 300,000 44,922 CHF 17,974 CHF 99.17% 99.17%
03/07/2024 22.22% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 36,000 CHF 15,000 CHF 99.15% 99.15%
02/07/2024 26.95% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 29,301 CHF 12,767 CHF 99.17% 99.17%

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