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 27.23% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 24,923 CHF 10,808 CHF 99.38% 99.38%
12/07/2024 25.65% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 26,092 CHF 11,197 CHF 99.38% 99.38%
11/07/2024 14.73% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 50,015 CHF 19,172 CHF 99.37% 99.37%
10/07/2024 4.06% 0.27 CHF 0.28 CHF 750,000 200,000 750,000 200,000 181,436 CHF 50,383 CHF 99.36% 99.36%
09/07/2024 4.27% 0.24 CHF 0.25 CHF 750,000 200,000 750,000 201,586 172,164 CHF 48,255 CHF 99.37% 99.37%
08/07/2024 4.69% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 228,835 156,323 CHF 49,810 CHF 99.38% 99.38%
05/07/2024 4.98% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 147,159 CHF 51,553 CHF 99.38% 99.38%
04/07/2024 5.00% 0.20 CHF 0.21 CHF 750,000 250,000 750,000 250,000 146,346 CHF 51,282 CHF 98.82% 98.82%
03/07/2024 5.13% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 142,392 CHF 49,964 CHF 99.38% 99.38%
02/07/2024 5.50% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 132,718 CHF 46,739 CHF 99.38% 99.38%

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