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 15.38% 0.06 CHF 0.07 CHF 925,000 475,000 843,971 432,404 50,619 CHF 30,263 CHF 100.00% 100.00%
12/07/2024 14.25% 0.07 CHF 0.08 CHF 725,000 375,000 759,768 393,883 49,522 CHF 29,617 CHF 98.45% 98.45%
11/07/2024 13.85% 0.07 CHF 0.08 CHF 725,000 375,000 747,578 387,430 50,234 CHF 29,913 CHF 99.30% 99.30%
10/07/2024 15.61% 0.06 CHF 0.07 CHF 850,000 425,000 862,511 433,346 50,967 CHF 29,933 CHF 99.77% 99.77%
09/07/2024 14.18% 0.06 CHF 0.07 CHF 850,000 425,000 770,763 394,649 50,507 CHF 29,839 CHF 100.00% 100.00%
08/07/2024 13.45% 0.07 CHF 0.08 CHF 675,000 350,000 725,040 374,660 50,315 CHF 29,753 CHF 98.97% 98.97%
05/07/2024 14.72% 0.07 CHF 0.08 CHF 850,000 425,000 812,975 410,921 51,146 CHF 29,982 CHF 100.00% 100.00%
04/07/2024 16.75% 0.06 CHF 0.07 CHF 850,000 425,000 916,597 459,506 50,223 CHF 29,808 CHF 98.15% 98.15%
03/07/2024 18.67% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,845 413,972 48,415 CHF 24,611 CHF 100.00% 100.00%
02/07/2024 22.82% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 263,008 39,250 CHF 13,083 CHF 100.00% 100.00%

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