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 16.85% 0.05 CHF 0.06 CHF 1,000,000 500,000 933,275 477,758 50,727 CHF 30,752 CHF 100.00% 100.00%
12/07/2024 16.64% 0.06 CHF 0.07 CHF 925,000 475,000 916,212 471,488 50,502 CHF 30,703 CHF 99.77% 99.77%
11/07/2024 16.24% 0.06 CHF 0.07 CHF 850,000 425,000 899,811 458,207 50,922 CHF 30,500 CHF 100.00% 100.00%
10/07/2024 14.86% 0.06 CHF 0.07 CHF 850,000 425,000 813,489 412,830 50,654 CHF 29,850 CHF 94.69% 94.69%
09/07/2024 14.29% 0.07 CHF 0.08 CHF 775,000 400,000 774,938 399,969 50,371 CHF 29,998 CHF 99.67% 99.67%
08/07/2024 13.25% 0.07 CHF 0.08 CHF 725,000 375,000 719,935 372,468 50,724 CHF 29,968 CHF 100.00% 100.00%
05/07/2024 13.35% 0.07 CHF 0.08 CHF 725,000 375,000 726,038 375,519 50,750 CHF 30,004 CHF 100.00% 100.00%
04/07/2024 13.32% 0.07 CHF 0.08 CHF 725,000 375,000 724,227 374,614 50,746 CHF 29,995 CHF 100.00% 100.00%
03/07/2024 12.44% 0.08 CHF 0.09 CHF 675,000 350,000 670,367 347,683 50,535 CHF 29,687 CHF 99.31% 99.31%
02/07/2024 11.22% 0.09 CHF 0.10 CHF 600,000 300,000 604,178 304,178 50,821 CHF 28,620 CHF 99.62% 99.62%

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