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 16.95% 0.05 CHF 0.06 CHF 1,000,000 500,000 936,449 474,913 50,577 CHF 30,407 CHF 100.00% 100.00%
12/07/2024 17.74% 0.06 CHF 0.07 CHF 925,000 475,000 980,099 492,851 50,385 CHF 30,276 CHF 99.69% 99.69%
11/07/2024 18.58% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,201 439,962 48,528 CHF 26,112 CHF 98.52% 98.52%
10/07/2024 19.36% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 336,608 46,761 CHF 19,353 CHF 96.11% 96.11%
09/07/2024 17.44% 0.05 CHF 0.06 CHF 1,000,000 500,000 956,116 477,076 50,131 CHF 29,844 CHF 99.63% 99.63%
08/07/2024 15.04% 0.06 CHF 0.07 CHF 850,000 425,000 826,166 416,883 50,812 CHF 29,822 CHF 99.85% 99.85%
05/07/2024 13.96% 0.07 CHF 0.08 CHF 775,000 400,000 757,798 391,399 50,496 CHF 29,996 CHF 100.00% 100.00%
04/07/2024 13.63% 0.07 CHF 0.08 CHF 775,000 400,000 741,105 383,052 50,673 CHF 30,023 CHF 100.00% 100.00%
03/07/2024 13.52% 0.07 CHF 0.08 CHF 775,000 400,000 733,473 379,237 50,596 CHF 29,954 CHF 99.25% 99.25%
02/07/2024 14.07% 0.07 CHF 0.08 CHF 775,000 400,000 762,254 393,626 50,365 CHF 29,945 CHF 99.66% 99.66%

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