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 11.40% 0.10 CHF 0.11 CHF 500,000 100,000 500,000 100,000 48,869 CHF 10,948 CHF 99.72% 99.72%
12/07/2024 16.16% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 100,000 42,693 CHF 10,024 CHF 82.25% 82.25%
11/07/2024 16.65% 0.08 CHF 0.10 CHF 500,000 100,000 500,000 100,000 40,906 CHF 9,675 CHF 93.83% 93.83%
10/07/2024 13.41% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 100,000 43,154 CHF 9,862 CHF 93.06% 93.06%
09/07/2024 11.84% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 100,000 44,440 CHF 10,000 CHF 100.00% 100.00%
08/07/2024 13.56% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 100,000 45,258 CHF 10,377 CHF 93.06% 93.06%
05/07/2024 11.31% 0.10 CHF 0.11 CHF 500,000 100,000 500,000 100,000 45,001 CHF 10,083 CHF 96.72% 96.72%
04/07/2024 13.11% 0.09 CHF 0.10 CHF 500,000 100,000 460,919 95,658 41,492 CHF 9,762 CHF 100.00% 100.00%
03/07/2024 28.04% 0.09 CHF 0.12 CHF 50,000 50,000 50,000 50,000 4,798 CHF 6,361 CHF 100.00% 100.00%
02/07/2024 25.90% 0.11 CHF 0.15 CHF 50,000 50,000 50,000 50,000 5,553 CHF 7,204 CHF 100.00% 100.00%

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