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 11.74% 0.08 CHF 0.09 CHF 625,000 325,000 623,970 323,970 50,051 CHF 29,225 CHF 100.00% 100.00%
12/07/2024 11.42% 0.08 CHF 0.09 CHF 625,000 325,000 607,973 311,103 50,185 CHF 28,781 CHF 99.77% 99.77%
11/07/2024 11.07% 0.09 CHF 0.10 CHF 600,000 300,000 598,177 300,000 51,068 CHF 28,615 CHF 100.00% 100.00%
10/07/2024 10.67% 0.09 CHF 0.10 CHF 600,000 300,000 580,956 300,000 51,551 CHF 29,632 CHF 94.69% 94.69%
09/07/2024 10.53% 0.09 CHF 0.10 CHF 575,000 300,000 574,906 300,251 51,742 CHF 30,025 CHF 99.67% 99.67%
08/07/2024 9.63% 0.09 CHF 0.10 CHF 500,000 500,000 504,686 487,503 49,913 CHF 53,223 CHF 100.00% 100.00%
05/07/2024 9.61% 0.10 CHF 0.11 CHF 500,000 500,000 506,254 483,321 50,144 CHF 52,893 CHF 100.00% 100.00%
04/07/2024 9.53% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 49,958 CHF 54,958 CHF 100.00% 100.00%
03/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 499,517 499,517 49,952 CHF 54,947 CHF 99.31% 99.31%
02/07/2024 8.70% 0.11 CHF 0.12 CHF 475,000 475,000 475,000 475,000 52,250 CHF 57,000 CHF 99.61% 99.61%

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