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 37.92% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 16,364 CHF 7,955 CHF 99.17% 99.17%
12/07/2024 20.31% 0.05 CHF 0.06 CHF 750,000 250,000 750,000 250,000 35,826 CHF 14,442 CHF 99.17% 99.17%
11/07/2024 6.72% 0.15 CHF 0.16 CHF 600,000 200,000 600,000 200,000 86,363 CHF 30,788 CHF 99.17% 99.17%
10/07/2024 6.56% 0.13 CHF 0.14 CHF 600,000 200,000 600,000 200,000 89,135 CHF 31,712 CHF 99.16% 99.16%
09/07/2024 5.60% 0.16 CHF 0.17 CHF 600,000 200,000 575,367 191,789 99,867 CHF 35,207 CHF 99.17% 99.17%
08/07/2024 7.42% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 78,112 CHF 28,037 CHF 99.15% 99.15%
05/07/2024 8.71% 0.11 CHF 0.12 CHF 750,000 250,000 747,445 249,148 82,071 CHF 29,849 CHF 99.16% 99.16%
04/07/2024 11.65% 0.09 CHF 0.10 CHF 750,000 250,000 750,000 250,000 60,847 CHF 22,782 CHF 99.17% 99.17%
03/07/2024 13.33% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 52,533 CHF 20,011 CHF 99.17% 99.17%
02/07/2024 13.80% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 50,799 CHF 19,433 CHF 99.16% 99.16%

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