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 11.12% 0.09 CHF 0.10 CHF 600,000 300,000 600,521 300,782 50,995 CHF 28,549 CHF 100.00% 100.00%
12/07/2024 10.66% 0.09 CHF 0.10 CHF 600,000 300,000 581,375 300,000 51,658 CHF 29,665 CHF 99.76% 99.76%
11/07/2024 10.13% 0.09 CHF 0.10 CHF 600,000 300,000 535,931 434,639 50,176 CHF 46,060 CHF 100.00% 100.00%
10/07/2024 9.60% 0.10 CHF 0.11 CHF 500,000 500,000 504,923 486,878 50,065 CHF 53,300 CHF 94.69% 94.69%
09/07/2024 9.54% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 49,943 CHF 54,943 CHF 99.67% 99.67%
08/07/2024 9.84% 0.10 CHF 0.11 CHF 500,000 500,000 520,744 444,684 50,282 CHF 47,853 CHF 100.00% 100.00%
05/07/2024 9.08% 0.10 CHF 0.11 CHF 500,000 500,000 486,809 486,809 51,226 CHF 56,094 CHF 100.00% 100.00%
04/07/2024 8.58% 0.11 CHF 0.12 CHF 475,000 475,000 467,423 467,422 52,131 CHF 56,805 CHF 100.00% 100.00%
03/07/2024 8.08% 0.11 CHF 0.12 CHF 475,000 475,000 431,232 431,232 51,171 CHF 55,483 CHF 99.33% 99.33%
02/07/2024 7.54% 0.12 CHF 0.13 CHF 400,000 400,000 404,904 404,904 51,722 CHF 55,771 CHF 99.62% 99.62%

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