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 15.38% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 30,000 CHF 7,000 CHF 98.16% 98.16%
12/07/2024 13.86% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 33,727 CHF 7,745 CHF 98.49% 98.49%
11/07/2024 15.38% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 30,000 CHF 7,000 CHF 99.09% 99.09%
10/07/2024 18.66% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 24,414 CHF 5,883 CHF 100.00% 100.00%
09/07/2024 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,000 CHF 5,000 CHF 100.00% 100.00%
08/07/2024 18.18% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,000 CHF 6,000 CHF 100.00% 100.00%
05/07/2024 16.86% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 27,359 CHF 6,472 CHF 98.88% 98.88%
04/07/2024 17.45% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 26,312 CHF 6,262 CHF 99.50% 99.50%
03/07/2024 18.08% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,177 CHF 6,035 CHF 99.79% 99.79%
02/07/2024 21.86% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,445 CHF 5,089 CHF 99.38% 99.38%

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