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
25/07/2024 17.31% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 26,555 CHF 3,156 CHF 90.48% 90.48%
24/07/2024 12.14% 0.07 CHF 0.08 CHF 487,693 50,000 481,468 50,000 37,340 CHF 4,379 CHF 85.38% 85.38%
23/07/2024 11.60% 0.08 CHF 0.09 CHF 447,190 50,000 442,799 50,000 35,981 CHF 4,567 CHF 98.60% 98.60%
22/07/2024 11.72% 0.09 CHF 0.10 CHF 446,184 50,000 484,136 50,000 38,879 CHF 4,517 CHF 58.77% 58.77%
19/07/2024 12.10% 0.07 CHF 0.08 CHF 495,992 50,000 471,107 50,000 36,695 CHF 4,402 CHF 96.98% 96.98%
18/07/2024 10.82% 0.08 CHF 0.09 CHF 447,382 50,000 440,628 50,000 38,684 CHF 4,891 CHF 95.39% 95.39%
17/07/2024 10.33% 0.09 CHF 0.10 CHF 450,105 50,000 434,022 50,000 39,928 CHF 5,106 CHF 72.25% 72.25%
16/07/2024 9.02% 0.10 CHF 0.11 CHF 396,915 50,000 393,685 50,000 41,764 CHF 5,805 CHF 71.86% 71.86%
15/07/2024 8.93% 0.10 CHF 0.11 CHF 390,626 50,000 381,788 50,000 40,922 CHF 5,876 CHF 97.72% 97.72%
12/07/2024 8.47% 0.11 CHF 0.12 CHF 365,600 50,000 368,975 50,000 41,760 CHF 6,159 CHF 74.44% 74.44%

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