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 11.65% 0.08 CHF 0.09 CHF 675,000 350,000 626,473 319,036 50,638 CHF 28,954 CHF 100.00% 100.00%
12/07/2024 11.31% 0.09 CHF 0.10 CHF 600,000 300,000 598,896 306,459 49,971 CHF 28,628 CHF 98.43% 98.43%
11/07/2024 10.88% 0.09 CHF 0.10 CHF 575,000 300,000 586,611 300,161 51,026 CHF 29,121 CHF 99.21% 99.21%
10/07/2024 11.71% 0.08 CHF 0.09 CHF 625,000 325,000 625,251 322,803 50,291 CHF 29,183 CHF 99.79% 99.79%
09/07/2024 12.62% 0.07 CHF 0.08 CHF 675,000 350,000 679,415 352,135 50,435 CHF 29,662 CHF 100.00% 100.00%
08/07/2024 11.39% 0.08 CHF 0.09 CHF 600,000 300,000 608,764 313,710 50,486 CHF 29,134 CHF 98.97% 98.97%
05/07/2024 12.36% 0.08 CHF 0.09 CHF 675,000 350,000 667,187 346,095 50,657 CHF 29,739 CHF 100.00% 100.00%
04/07/2024 12.75% 0.08 CHF 0.09 CHF 675,000 350,000 686,534 356,616 50,405 CHF 29,747 CHF 98.15% 98.15%
03/07/2024 14.02% 0.07 CHF 0.08 CHF 775,000 400,000 763,233 393,854 50,620 CHF 30,062 CHF 100.00% 100.00%
02/07/2024 14.24% 0.07 CHF 0.08 CHF 725,000 375,000 773,588 397,468 50,460 CHF 29,912 CHF 100.00% 100.00%

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