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 10.11% 0.09 CHF 0.10 CHF 900,000 300,000 900,000 300,000 84,724 CHF 31,242 CHF 99.17% 99.17%
12/07/2024 10.38% 0.09 CHF 0.10 CHF 900,000 300,000 900,000 300,000 82,694 CHF 30,565 CHF 99.17% 99.17%
11/07/2024 10.01% 0.10 CHF 0.11 CHF 900,000 300,000 900,000 300,000 85,869 CHF 31,623 CHF 99.16% 99.16%
10/07/2024 10.50% 0.09 CHF 0.10 CHF 900,000 300,000 900,000 300,000 81,276 CHF 30,092 CHF 99.17% 99.17%
09/07/2024 9.73% 0.09 CHF 0.10 CHF 900,000 300,000 900,000 300,000 88,117 CHF 32,372 CHF 99.17% 99.17%
08/07/2024 8.99% 0.10 CHF 0.11 CHF 900,000 300,000 900,000 300,000 95,755 CHF 34,918 CHF 99.16% 99.16%
05/07/2024 8.72% 0.11 CHF 0.12 CHF 900,000 300,000 900,000 300,000 98,778 CHF 35,926 CHF 99.15% 99.15%
04/07/2024 9.67% 0.10 CHF 0.11 CHF 900,000 300,000 900,000 300,000 88,718 CHF 32,573 CHF 99.17% 99.17%
03/07/2024 11.68% 0.08 CHF 0.09 CHF 900,000 300,000 900,000 300,000 72,614 CHF 27,205 CHF 99.15% 99.15%
02/07/2024 13.09% 0.08 CHF 0.09 CHF 900,000 300,000 900,000 300,000 64,537 CHF 24,512 CHF 99.17% 99.17%

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