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 9.01% 0.10 CHF 0.11 CHF 500,000 500,000 483,898 483,894 51,332 CHF 56,170 CHF 100.00% 100.00%
12/07/2024 9.17% 0.10 CHF 0.11 CHF 500,000 500,000 485,620 485,622 50,530 CHF 55,386 CHF 98.45% 98.45%
11/07/2024 9.19% 0.10 CHF 0.11 CHF 475,000 475,000 486,873 485,511 50,589 CHF 55,294 CHF 99.23% 99.23%
10/07/2024 11.95% 0.09 CHF 0.10 CHF 575,000 300,000 645,542 333,993 50,790 CHF 29,614 CHF 99.77% 99.77%
09/07/2024 12.14% 0.08 CHF 0.09 CHF 625,000 325,000 649,068 336,515 50,224 CHF 29,402 CHF 100.00% 100.00%
08/07/2024 12.40% 0.07 CHF 0.08 CHF 675,000 350,000 661,812 344,944 50,081 CHF 29,552 CHF 98.99% 98.99%
05/07/2024 12.52% 0.07 CHF 0.08 CHF 775,000 400,000 676,394 347,519 50,650 CHF 29,474 CHF 100.00% 100.00%
04/07/2024 11.56% 0.09 CHF 0.10 CHF 600,000 300,000 615,955 316,838 50,222 CHF 28,986 CHF 98.15% 98.15%
03/07/2024 13.48% 0.08 CHF 0.09 CHF 725,000 375,000 732,222 378,611 50,653 CHF 29,979 CHF 100.00% 100.00%
02/07/2024 15.04% 0.07 CHF 0.08 CHF 725,000 375,000 829,356 419,757 50,984 CHF 30,019 CHF 100.00% 100.00%

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