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 12.54% 0.08 CHF 0.09 CHF 675,000 350,000 676,051 350,525 50,523 CHF 29,701 CHF 99.39% 99.39%
12/07/2024 12.70% 0.08 CHF 0.09 CHF 675,000 350,000 687,155 356,078 50,685 CHF 29,826 CHF 99.08% 99.08%
11/07/2024 13.37% 0.07 CHF 0.08 CHF 725,000 375,000 718,888 374,109 50,161 CHF 29,845 CHF 97.73% 97.73%
10/07/2024 14.17% 0.07 CHF 0.08 CHF 775,000 400,000 767,663 397,158 50,366 CHF 30,029 CHF 95.50% 95.50%
09/07/2024 14.62% 0.06 CHF 0.07 CHF 850,000 425,000 789,765 404,825 50,071 CHF 29,729 CHF 99.06% 99.06%
08/07/2024 13.39% 0.07 CHF 0.08 CHF 725,000 375,000 723,849 375,389 50,468 CHF 29,922 CHF 99.23% 99.23%
05/07/2024 13.02% 0.07 CHF 0.08 CHF 725,000 375,000 702,383 364,844 50,426 CHF 29,840 CHF 99.39% 99.39%
04/07/2024 14.19% 0.07 CHF 0.08 CHF 775,000 400,000 763,815 395,547 50,020 CHF 29,858 CHF 99.39% 99.39%
03/07/2024 14.16% 0.07 CHF 0.08 CHF 725,000 375,000 770,438 396,596 50,551 CHF 29,993 CHF 98.65% 98.65%
02/07/2024 14.39% 0.06 CHF 0.07 CHF 850,000 425,000 782,702 401,779 50,477 CHF 29,939 CHF 99.07% 99.07%

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