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 12.50% 0.08 CHF 0.09 CHF 675,000 350,000 676,182 350,591 50,714 CHF 29,800 CHF 99.39% 99.39%
12/07/2024 12.76% 0.07 CHF 0.08 CHF 725,000 375,000 690,725 357,863 50,691 CHF 29,842 CHF 99.08% 99.08%
11/07/2024 11.72% 0.08 CHF 0.09 CHF 675,000 350,000 623,807 321,194 50,107 CHF 29,001 CHF 98.83% 98.83%
10/07/2024 11.32% 0.09 CHF 0.10 CHF 600,000 300,000 604,751 307,575 50,414 CHF 28,700 CHF 95.48% 95.48%
09/07/2024 11.47% 0.09 CHF 0.10 CHF 600,000 300,000 611,447 312,732 50,246 CHF 28,812 CHF 99.04% 99.04%
08/07/2024 12.02% 0.08 CHF 0.09 CHF 625,000 325,000 639,733 333,295 49,995 CHF 29,383 CHF 99.23% 99.23%
05/07/2024 12.99% 0.08 CHF 0.09 CHF 625,000 325,000 695,891 361,581 50,086 CHF 29,640 CHF 99.39% 99.39%
04/07/2024 12.13% 0.08 CHF 0.09 CHF 675,000 350,000 647,263 337,249 50,145 CHF 29,501 CHF 99.39% 99.39%
03/07/2024 12.27% 0.08 CHF 0.09 CHF 675,000 350,000 660,805 342,903 50,569 CHF 29,671 CHF 98.63% 98.63%
02/07/2024 10.98% 0.08 CHF 0.09 CHF 625,000 325,000 593,675 305,085 51,117 CHF 29,326 CHF 99.06% 99.06%

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