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 12.43% 0.08 CHF 0.09 CHF 625,000 325,000 669,550 347,278 50,522 CHF 29,679 CHF 100.00% 100.00%
12/07/2024 10.72% 0.09 CHF 0.10 CHF 575,000 300,000 576,431 305,537 50,923 CHF 30,113 CHF 98.42% 98.42%
11/07/2024 10.97% 0.09 CHF 0.10 CHF 600,000 300,000 589,928 301,569 50,854 CHF 29,015 CHF 99.24% 99.24%
10/07/2024 11.40% 0.08 CHF 0.09 CHF 675,000 350,000 612,171 312,822 50,662 CHF 29,014 CHF 99.79% 99.79%
09/07/2024 10.53% 0.10 CHF 0.11 CHF 500,000 500,000 568,848 338,355 51,198 CHF 34,235 CHF 100.00% 100.00%
08/07/2024 10.26% 0.09 CHF 0.10 CHF 575,000 300,000 546,344 377,196 50,498 CHF 39,321 CHF 98.99% 98.99%
05/07/2024 10.88% 0.09 CHF 0.10 CHF 500,000 500,000 583,053 331,455 50,671 CHF 32,470 CHF 100.00% 100.00%
04/07/2024 10.73% 0.09 CHF 0.10 CHF 575,000 300,000 580,775 299,630 51,271 CHF 29,454 CHF 98.15% 98.15%
03/07/2024 9.32% 0.09 CHF 0.10 CHF 500,000 500,000 491,308 482,716 50,302 CHF 54,313 CHF 100.00% 100.00%
02/07/2024 6.79% 0.13 CHF 0.14 CHF 375,000 375,000 366,421 366,421 52,173 CHF 55,837 CHF 100.00% 100.00%

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