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 11.30% 0.08 CHF 0.09 CHF 1,000,000 500,000 997,138 499,740 83,502 CHF 46,854 CHF 100.00% 100.00%
12/07/2024 12.48% 0.08 CHF 0.09 CHF 1,000,000 500,000 994,468 498,156 74,825 CHF 42,459 CHF 98.41% 98.41%
11/07/2024 10.87% 0.08 CHF 0.09 CHF 1,000,000 500,000 984,513 568,516 86,031 CHF 56,257 CHF 99.83% 99.83%
10/07/2024 8.84% 0.11 CHF 0.12 CHF 900,000 900,000 861,901 861,902 93,418 CHF 102,037 CHF 99.79% 99.79%
09/07/2024 8.34% 0.11 CHF 0.12 CHF 825,000 825,000 826,927 826,933 95,161 CHF 103,431 CHF 100.00% 100.00%
08/07/2024 8.45% 0.11 CHF 0.12 CHF 850,000 850,000 831,872 831,873 94,427 CHF 102,746 CHF 98.98% 98.98%
05/07/2024 8.83% 0.11 CHF 0.12 CHF 900,000 900,000 889,703 889,702 96,401 CHF 105,298 CHF 100.00% 100.00%
04/07/2024 8.64% 0.11 CHF 0.12 CHF 850,000 850,000 856,542 856,518 94,954 CHF 103,517 CHF 98.16% 98.16%
03/07/2024 10.81% 0.10 CHF 0.11 CHF 975,000 500,000 986,050 536,657 86,581 CHF 52,911 CHF 100.00% 100.00%
02/07/2024 14.84% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 62,492 CHF 36,246 CHF 100.00% 100.00%

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