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 35.82% 0.02 CHF 0.03 CHF 330,000 330,000 326,468 326,468 7,606 CHF 10,874 CHF 100.00% 100.00%
12/07/2024 36.34% 0.02 CHF 0.03 CHF 330,000 330,000 326,680 326,680 7,487 CHF 10,757 CHF 100.00% 100.00%
11/07/2024 36.37% 0.02 CHF 0.03 CHF 330,000 330,000 328,748 328,748 7,530 CHF 10,821 CHF 100.00% 100.00%
10/07/2024 34.59% 0.03 CHF 0.04 CHF 330,000 330,000 326,682 326,682 7,942 CHF 11,213 CHF 100.00% 100.00%
09/07/2024 48.67% 0.02 CHF 0.03 CHF 350,000 350,000 345,704 345,704 5,476 CHF 8,944 CHF 100.00% 100.00%
08/07/2024 48.78% 0.02 CHF 0.03 CHF 350,000 350,000 345,111 345,111 5,446 CHF 8,907 CHF 100.00% 100.00%
05/07/2024 51.34% 0.01 CHF 0.02 CHF 350,000 350,000 347,202 347,202 5,107 CHF 8,583 CHF 99.81% 99.81%
04/07/2024 59.34% 0.01 CHF 0.02 CHF 360,000 360,000 356,360 356,360 4,291 CHF 7,858 CHF 99.49% 99.49%
03/07/2024 58.92% 0.01 CHF 0.02 CHF 360,000 360,000 356,354 356,354 4,329 CHF 7,897 CHF 99.35% 99.35%
02/07/2024 66.92% 0.01 CHF 0.02 CHF 360,000 360,000 366,488 366,488 3,708 CHF 7,387 CHF 99.43% 99.43%

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