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 14.67% 0.06 CHF 0.07 CHF 500,000 25,000 489,922 24,544 32,362 CHF 1,867 CHF 99.98% 99.98%
12/07/2024 13.06% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 36,009 CHF 2,050 CHF 99.99% 99.99%
11/07/2024 13.31% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 35,062 CHF 2,003 CHF 35.04% 35.04%
10/07/2024 13.16% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 35,564 CHF 2,028 CHF 100.00% 100.00%
09/07/2024 13.13% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 35,649 CHF 2,032 CHF 100.00% 100.00%
08/07/2024 11.79% 0.08 CHF 0.09 CHF 500,000 25,000 500,000 25,000 39,909 CHF 2,245 CHF 100.00% 100.00%
05/07/2024 8.89% 0.09 CHF 0.10 CHF 500,000 25,000 464,740 25,000 50,037 CHF 2,952 CHF 82.53% 82.53%
04/07/2024 8.02% 0.13 CHF 0.14 CHF 390,000 25,000 421,686 25,000 50,472 CHF 3,254 CHF 95.13% 95.13%
03/07/2024 9.44% 0.10 CHF 0.11 CHF 500,000 25,000 492,391 25,000 49,753 CHF 2,781 CHF 100.00% 100.00%
02/07/2024 8.32% 0.11 CHF 0.12 CHF 460,000 25,000 437,786 25,000 50,436 CHF 3,149 CHF 100.00% 100.00%

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