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 16.27% 0.06 CHF 0.08 CHF 338,050 50,000 303,932 50,000 21,034 CHF 4,086 CHF 94.82% 94.82%
12/07/2024 12.56% 0.08 CHF 0.10 CHF 276,190 50,000 274,981 50,000 23,494 CHF 4,846 CHF 99.01% 99.01%
11/07/2024 14.77% 0.08 CHF 0.10 CHF 281,481 50,000 311,991 50,000 22,033 CHF 4,098 CHF 99.09% 99.09%
10/07/2024 22.26% 0.06 CHF 0.07 CHF 373,957 50,000 377,330 50,000 20,805 CHF 3,440 CHF 97.71% 97.71%
09/07/2024 16.05% 0.06 CHF 0.07 CHF 341,774 50,000 339,478 50,000 20,756 CHF 3,592 CHF 99.81% 99.81%
08/07/2024 14.16% 0.06 CHF 0.07 CHF 332,431 50,000 315,532 49,818 21,486 CHF 3,909 CHF 99.46% 99.46%
05/07/2024 18.45% 0.07 CHF 0.08 CHF 334,611 50,000 356,733 50,000 21,796 CHF 3,684 CHF 98.47% 98.47%
04/07/2024 21.98% 0.06 CHF 0.07 CHF 378,256 50,000 384,545 50,000 19,418 CHF 3,155 CHF 100.00% 100.00%
03/07/2024 18.10% 0.05 CHF 0.06 CHF 379,922 50,000 382,723 50,000 21,338 CHF 3,339 CHF 99.73% 99.73%
02/07/2024 20.00% 0.05 CHF 0.06 CHF 395,513 50,000 391,369 50,000 19,757 CHF 3,090 CHF 100.00% 100.00%

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