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 11.02% 0.08 CHF 0.09 CHF 625,000 325,000 594,032 306,106 50,985 CHF 29,338 CHF 100.00% 100.00%
12/07/2024 11.50% 0.09 CHF 0.10 CHF 575,000 300,000 616,857 317,948 50,588 CHF 29,249 CHF 99.69% 99.69%
11/07/2024 12.17% 0.08 CHF 0.09 CHF 675,000 350,000 651,095 339,086 50,234 CHF 29,557 CHF 98.52% 98.52%
10/07/2024 12.64% 0.08 CHF 0.09 CHF 725,000 375,000 686,406 355,703 50,860 CHF 29,914 CHF 96.11% 96.11%
09/07/2024 11.51% 0.07 CHF 0.08 CHF 675,000 350,000 618,072 316,579 50,658 CHF 29,101 CHF 99.66% 99.66%
08/07/2024 9.72% 0.09 CHF 0.10 CHF 575,000 300,000 514,922 458,310 50,396 CHF 49,811 CHF 99.85% 99.85%
05/07/2024 9.49% 0.10 CHF 0.11 CHF 500,000 500,000 499,471 499,471 50,129 CHF 55,124 CHF 100.00% 100.00%
04/07/2024 9.24% 0.10 CHF 0.11 CHF 500,000 500,000 490,858 490,858 50,744 CHF 55,653 CHF 100.00% 100.00%
03/07/2024 9.03% 0.10 CHF 0.11 CHF 500,000 500,000 485,084 485,084 51,339 CHF 56,190 CHF 99.25% 99.25%
02/07/2024 9.51% 0.10 CHF 0.11 CHF 500,000 500,000 498,822 498,822 49,951 CHF 54,939 CHF 99.68% 99.68%

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