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 34.14% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 12,890 CHF 894 CHF 85.43% 85.43%
12/07/2024 38.81% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 11,135 CHF 807 CHF 98.29% 98.29%
11/07/2024 26.50% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 17,008 CHF 1,100 CHF 93.73% 93.73%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 10,000 CHF 750 CHF 93.92% 93.92%
09/07/2024 22.09% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 20,688 CHF 1,284 CHF 92.36% 92.36%
08/07/2024 39.92% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 10,034 CHF 752 CHF 100.00% 100.00%
05/07/2024 20.60% 0.03 CHF 0.04 CHF 500,000 25,000 480,731 25,000 25,957 CHF 1,615 CHF 89.10% 89.10%
04/07/2024 28.20% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 16,202 CHF 1,060 CHF 64.23% 64.23%
03/07/2024 56.90% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 6,832 CHF 592 CHF 91.73% 91.73%
02/07/2024 32.17% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 13,692 CHF 935 CHF 56.89% 56.89%

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