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 12.17% 0.09 CHF 0.10 CHF 600,000 300,000 657,654 337,086 50,754 CHF 29,358 CHF 100.00% 100.00%
12/07/2024 12.38% 0.08 CHF 0.09 CHF 625,000 325,000 654,611 341,008 49,713 CHF 29,284 CHF 98.45% 98.45%
11/07/2024 14.21% 0.06 CHF 0.07 CHF 850,000 425,000 767,054 395,519 50,146 CHF 29,823 CHF 99.26% 99.26%
10/07/2024 12.10% 0.08 CHF 0.09 CHF 625,000 325,000 650,058 336,338 50,454 CHF 29,463 CHF 99.77% 99.77%
09/07/2024 15.96% 0.07 CHF 0.08 CHF 850,000 425,000 885,830 451,636 51,077 CHF 30,553 CHF 100.00% 100.00%
08/07/2024 16.83% 0.05 CHF 0.06 CHF 1,000,000 500,000 913,549 442,022 49,735 CHF 28,661 CHF 98.98% 98.98%
05/07/2024 14.94% 0.07 CHF 0.08 CHF 775,000 400,000 818,514 417,202 50,690 CHF 30,021 CHF 100.00% 100.00%
04/07/2024 14.92% 0.06 CHF 0.07 CHF 775,000 400,000 809,449 411,662 50,189 CHF 29,657 CHF 98.15% 98.15%
03/07/2024 13.40% 0.06 CHF 0.07 CHF 775,000 400,000 722,748 373,549 50,306 CHF 29,736 CHF 100.00% 100.00%
02/07/2024 10.09% 0.09 CHF 0.10 CHF 600,000 300,000 540,093 402,108 50,792 CHF 42,531 CHF 100.00% 100.00%

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