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 10.23% 0.09 CHF 0.10 CHF 500,000 20,000 494,573 20,000 45,961 CHF 2,062 CHF 58.30% 58.30%
12/07/2024 9.71% 0.09 CHF 0.10 CHF 500,000 10,000 478,078 10,000 47,080 CHF 1,088 CHF 96.83% 96.83%
11/07/2024 9.50% 0.12 CHF 0.13 CHF 440,994 20,000 480,059 20,000 48,274 CHF 2,219 CHF 74.83% 74.83%
10/07/2024 9.92% 0.09 CHF 0.10 CHF 500,000 20,000 488,406 20,000 46,886 CHF 2,122 CHF 93.47% 93.47%
09/07/2024 9.05% 0.10 CHF 0.11 CHF 484,116 20,000 469,275 20,000 49,525 CHF 2,313 CHF 80.52% 80.52%
08/07/2024 8.63% 0.10 CHF 0.11 CHF 487,860 10,000 448,147 10,000 49,686 CHF 1,211 CHF 80.82% 80.82%
05/07/2024 8.15% 0.12 CHF 0.13 CHF 455,445 20,000 427,360 20,000 50,295 CHF 2,557 CHF 75.37% 75.37%
04/07/2024 9.50% 0.10 CHF 0.11 CHF 486,795 20,000 491,861 20,000 49,332 CHF 2,206 CHF 36.78% 36.78%
03/07/2024 11.06% 0.09 CHF 0.10 CHF 500,000 20,000 500,000 20,000 42,830 CHF 1,913 CHF 82.74% 82.74%
02/07/2024 12.91% 0.08 CHF 0.09 CHF 500,000 20,000 500,000 20,000 36,354 CHF 1,654 CHF 98.40% 98.40%

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