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 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 100.00% 100.00%
12/07/2024 18.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 987,287 495,762 49,636 CHF 29,885 CHF 99.77% 99.77%
11/07/2024 17.67% 0.06 CHF 0.07 CHF 925,000 475,000 974,811 491,604 50,298 CHF 30,296 CHF 100.00% 100.00%
10/07/2024 16.42% 0.06 CHF 0.07 CHF 925,000 475,000 910,766 465,510 50,920 CHF 30,673 CHF 94.69% 94.69%
09/07/2024 15.65% 0.06 CHF 0.07 CHF 850,000 425,000 866,283 435,854 51,023 CHF 30,022 CHF 99.67% 99.67%
08/07/2024 14.69% 0.06 CHF 0.07 CHF 850,000 425,000 802,235 409,078 50,579 CHF 29,897 CHF 100.00% 100.00%
05/07/2024 14.82% 0.07 CHF 0.08 CHF 775,000 400,000 810,115 411,705 50,638 CHF 29,861 CHF 100.00% 100.00%
04/07/2024 14.31% 0.07 CHF 0.08 CHF 775,000 400,000 776,954 400,610 50,414 CHF 30,002 CHF 100.00% 100.00%
03/07/2024 13.33% 0.07 CHF 0.08 CHF 725,000 375,000 724,035 374,518 50,682 CHF 29,961 CHF 99.31% 99.31%
02/07/2024 12.50% 0.08 CHF 0.09 CHF 675,000 350,000 675,000 350,000 50,625 CHF 29,750 CHF 99.61% 99.61%

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