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 5.68% 0.17 CHF 0.18 CHF 300,000 300,000 307,370 307,371 52,638 CHF 55,712 CHF 100.00% 100.00%
12/07/2024 6.69% 0.15 CHF 0.16 CHF 375,000 375,000 361,511 361,509 52,298 CHF 55,913 CHF 98.41% 98.41%
11/07/2024 19.65% 0.06 CHF 0.07 CHF 925,000 475,000 975,007 325,002 45,146 CHF 18,883 CHF 99.25% 99.25%
10/07/2024 20.53% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 253,653 43,849 CHF 13,672 CHF 99.76% 99.76%
09/07/2024 18.28% 0.05 CHF 0.06 CHF 1,000,000 500,000 998,898 486,620 49,677 CHF 29,116 CHF 100.00% 100.00%
08/07/2024 17.90% 0.05 CHF 0.06 CHF 925,000 475,000 945,289 412,336 48,145 CHF 25,530 CHF 98.98% 98.98%
05/07/2024 14.71% 0.06 CHF 0.07 CHF 850,000 425,000 806,844 409,854 50,812 CHF 29,927 CHF 100.00% 100.00%
04/07/2024 16.62% 0.06 CHF 0.07 CHF 925,000 475,000 920,870 473,623 50,814 CHF 30,872 CHF 98.16% 98.16%
03/07/2024 17.26% 0.06 CHF 0.07 CHF 1,000,000 500,000 951,349 476,356 50,380 CHF 30,016 CHF 100.00% 100.00%
02/07/2024 15.07% 0.06 CHF 0.07 CHF 775,000 400,000 822,741 416,467 50,501 CHF 29,738 CHF 100.00% 100.00%

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