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 10.66% 0.18 CHF 0.20 CHF 280,000 50,000 283,543 50,000 50,370 CHF 9,887 CHF 82.72% 82.72%
12/07/2024 11.64% 0.18 CHF 0.20 CHF 280,000 50,000 284,745 50,000 50,483 CHF 9,965 CHF 64.41% 64.41%
11/07/2024 10.83% 0.18 CHF 0.20 CHF 280,000 50,000 274,135 50,000 50,928 CHF 10,357 CHF 99.08% 99.08%
10/07/2024 10.16% 0.18 CHF 0.20 CHF 280,000 50,000 273,041 50,000 51,026 CHF 10,348 CHF 63.83% 63.83%
09/07/2024 10.56% 0.18 CHF 0.20 CHF 280,000 50,000 280,684 50,000 50,420 CHF 9,984 CHF 91.48% 91.48%
08/07/2024 10.22% 0.18 CHF 0.20 CHF 280,000 50,000 272,753 50,000 51,052 CHF 10,370 CHF 100.00% 100.00%
05/07/2024 9.26% 0.20 CHF 0.22 CHF 250,000 50,000 244,186 50,000 50,361 CHF 11,323 CHF 98.86% 98.86%
04/07/2024 12.26% 0.19 CHF 0.21 CHF 270,000 50,000 267,289 50,000 50,553 CHF 10,719 CHF 100.00% 100.00%
03/07/2024 11.19% 0.18 CHF 0.20 CHF 300,000 50,000 301,948 50,000 50,956 CHF 9,441 CHF 78.90% 78.90%
02/07/2024 11.33% 0.16 CHF 0.18 CHF 320,000 50,000 339,097 50,000 50,546 CHF 8,351 CHF 83.68% 83.68%

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