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 29.73% 0.03 CHF 0.04 CHF 500,000 25,000 489,922 24,544 14,697 CHF 982 CHF 99.99% 99.99%
12/07/2024 27.09% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 16,168 CHF 1,058 CHF 100.00% 100.00%
11/07/2024 28.46% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 15,091 CHF 1,005 CHF 35.04% 35.04%
10/07/2024 26.48% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 16,647 CHF 1,082 CHF 99.99% 99.99%
09/07/2024 25.13% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 17,709 CHF 1,135 CHF 100.00% 100.00%
08/07/2024 22.24% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 19,983 CHF 1,249 CHF 100.00% 100.00%
05/07/2024 16.88% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 27,340 CHF 1,617 CHF 82.52% 82.52%
04/07/2024 14.42% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 32,524 CHF 1,876 CHF 65.87% 65.87%
03/07/2024 17.73% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 25,801 CHF 1,540 CHF 99.99% 99.99%
02/07/2024 15.36% 0.06 CHF 0.07 CHF 500,000 25,000 500,000 25,000 30,361 CHF 1,768 CHF 99.99% 99.99%

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