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 13.02% 0.07 CHF 0.08 CHF 725,000 375,000 706,497 365,748 50,736 CHF 29,924 CHF 100.00% 100.00%
12/07/2024 12.45% 0.08 CHF 0.09 CHF 675,000 350,000 671,725 348,363 50,580 CHF 29,715 CHF 99.78% 99.78%
11/07/2024 11.69% 0.08 CHF 0.09 CHF 625,000 325,000 622,537 322,537 50,142 CHF 29,200 CHF 99.99% 99.99%
10/07/2024 10.71% 0.08 CHF 0.09 CHF 600,000 300,000 582,604 300,276 51,519 CHF 29,569 CHF 94.70% 94.70%
09/07/2024 10.53% 0.09 CHF 0.10 CHF 575,000 300,000 575,000 300,000 51,750 CHF 30,000 CHF 99.67% 99.67%
08/07/2024 10.13% 0.09 CHF 0.10 CHF 575,000 300,000 544,006 382,647 50,964 CHF 40,238 CHF 100.00% 100.00%
05/07/2024 9.98% 0.09 CHF 0.10 CHF 575,000 300,000 535,657 404,918 50,972 CHF 43,097 CHF 100.00% 100.00%
04/07/2024 9.61% 0.10 CHF 0.11 CHF 500,000 500,000 506,874 481,674 50,201 CHF 52,687 CHF 100.00% 100.00%
03/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.32% 99.32%
02/07/2024 8.89% 0.10 CHF 0.11 CHF 500,000 500,000 481,938 481,938 51,848 CHF 56,667 CHF 99.61% 99.61%

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