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 31.70% 0.03 CHF 0.04 CHF 880,000 880,000 388,350 388,350 10,620 CHF 14,523 CHF 100.00% 100.00%
12/07/2024 25.68% 0.03 CHF 0.04 CHF 880,000 880,000 361,423 361,423 12,460 CHF 16,090 CHF 99.90% 99.90%
11/07/2024 32.44% 0.03 CHF 0.04 CHF 880,000 880,000 388,511 388,511 10,563 CHF 14,466 CHF 100.00% 100.00%
10/07/2024 37.21% 0.02 CHF 0.03 CHF 880,000 880,000 388,596 388,596 8,939 CHF 12,844 CHF 100.00% 100.00%
09/07/2024 41.14% 0.02 CHF 0.03 CHF 880,000 880,000 387,908 387,908 7,730 CHF 11,633 CHF 100.00% 100.00%
08/07/2024 44.36% 0.02 CHF 0.03 CHF 880,000 880,000 388,214 388,214 6,988 CHF 10,891 CHF 100.00% 100.00%
05/07/2024 41.82% 0.02 CHF 0.03 CHF 880,000 880,000 388,542 388,542 7,385 CHF 11,291 CHF 99.90% 99.90%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 350,000 350,000 280,880 280,880 5,618 CHF 8,426 CHF 100.00% 100.00%
03/07/2024 40.29% 0.02 CHF 0.03 CHF 880,000 880,000 388,485 388,485 8,049 CHF 11,951 CHF 100.00% 100.00%
02/07/2024 48.34% 0.02 CHF 0.03 CHF 880,000 880,000 389,051 389,051 6,264 CHF 10,173 CHF 100.00% 100.00%

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