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 33.64% 0.05 CHF 0.07 CHF 70,000 140,000 70,000 140,000 3,464 CHF 9,728 CHF 100.00% 100.00%
12/07/2024 35.82% 0.05 CHF 0.07 CHF 70,000 140,000 70,000 140,000 3,210 CHF 9,221 CHF 100.00% 100.00%
11/07/2024 35.78% 0.05 CHF 0.07 CHF 70,000 140,000 70,000 140,000 3,217 CHF 9,234 CHF 100.00% 100.00%
10/07/2024 36.84% 0.05 CHF 0.07 CHF 70,000 140,000 70,000 140,000 3,102 CHF 9,005 CHF 100.00% 100.00%
09/07/2024 39.42% 0.04 CHF 0.06 CHF 70,000 140,000 69,842 139,684 2,858 CHF 8,516 CHF 100.00% 100.00%
08/07/2024 55.03% 0.04 CHF 0.06 CHF 70,000 140,000 69,879 139,757 2,898 CHF 10,212 CHF 100.00% 100.00%
05/07/2024 58.63% 0.04 CHF 0.08 CHF 70,000 140,000 70,000 140,000 2,807 CHF 10,268 CHF 100.00% 100.00%
04/07/2024 60.00% 0.04 CHF 0.07 CHF 70,000 140,000 70,000 140,000 2,681 CHF 9,954 CHF 100.00% 100.00%
03/07/2024 59.34% 0.04 CHF 0.07 CHF 70,000 140,000 70,000 140,000 2,739 CHF 10,098 CHF 100.00% 100.00%
02/07/2024 63.03% 0.04 CHF 0.07 CHF 70,000 140,000 70,000 140,000 2,459 CHF 9,433 CHF 100.00% 100.00%

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