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 12.94% 0.08 CHF 0.09 CHF 675,000 350,000 700,084 362,473 50,611 CHF 29,830 CHF 100.00% 100.00%
12/07/2024 11.36% 0.09 CHF 0.10 CHF 600,000 300,000 603,402 308,361 50,137 CHF 28,686 CHF 98.42% 98.42%
11/07/2024 11.80% 0.08 CHF 0.09 CHF 625,000 325,000 624,671 325,616 49,811 CHF 29,220 CHF 99.24% 99.24%
10/07/2024 12.40% 0.08 CHF 0.09 CHF 675,000 350,000 667,440 346,159 50,488 CHF 29,647 CHF 99.78% 99.78%
09/07/2024 11.69% 0.09 CHF 0.10 CHF 600,000 300,000 624,769 322,569 50,339 CHF 29,207 CHF 100.00% 100.00%
08/07/2024 12.48% 0.08 CHF 0.09 CHF 675,000 350,000 665,967 347,020 50,031 CHF 29,537 CHF 98.99% 98.99%
05/07/2024 12.54% 0.08 CHF 0.09 CHF 675,000 350,000 677,032 351,021 50,590 CHF 29,741 CHF 100.00% 100.00%
04/07/2024 12.65% 0.08 CHF 0.09 CHF 675,000 350,000 680,208 353,449 50,377 CHF 29,709 CHF 98.17% 98.17%
03/07/2024 11.30% 0.08 CHF 0.09 CHF 625,000 325,000 605,923 313,422 50,631 CHF 29,331 CHF 100.00% 100.00%
02/07/2024 9.26% 0.10 CHF 0.11 CHF 500,000 500,000 492,050 490,619 50,697 CHF 55,460 CHF 100.00% 100.00%

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