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 11.98% 0.08 CHF 0.09 CHF 625,000 325,000 637,172 331,982 50,015 CHF 29,380 CHF 99.39% 99.39%
12/07/2024 11.23% 0.08 CHF 0.09 CHF 675,000 350,000 604,024 306,806 50,760 CHF 28,844 CHF 99.06% 99.06%
11/07/2024 9.97% 0.09 CHF 0.10 CHF 575,000 300,000 527,959 408,737 50,308 CHF 43,549 CHF 97.88% 97.88%
10/07/2024 9.19% 0.10 CHF 0.11 CHF 500,000 500,000 487,851 487,851 50,721 CHF 55,600 CHF 95.47% 95.47%
09/07/2024 9.04% 0.12 CHF 0.13 CHF 475,000 475,000 482,550 482,550 51,080 CHF 55,905 CHF 99.06% 99.06%
08/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 497,829 497,829 49,787 CHF 54,766 CHF 99.23% 99.23%
05/07/2024 9.46% 0.10 CHF 0.11 CHF 475,000 475,000 497,119 482,689 50,104 CHF 53,603 CHF 99.39% 99.39%
04/07/2024 8.78% 0.11 CHF 0.12 CHF 475,000 475,000 475,353 475,353 51,812 CHF 56,566 CHF 99.39% 99.39%
03/07/2024 8.66% 0.11 CHF 0.12 CHF 475,000 475,000 469,688 469,688 51,907 CHF 56,604 CHF 98.56% 98.56%
02/07/2024 8.52% 0.11 CHF 0.12 CHF 475,000 475,000 460,137 460,137 51,731 CHF 56,332 CHF 99.06% 99.06%

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