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 13.22% 0.07 CHF 0.08 CHF 500,000 250,000 500,000 203,966 35,349 CHF 16,387 CHF 82.97% 82.97%
12/07/2024 13.33% 0.07 CHF 0.08 CHF 500,000 250,000 500,000 197,859 35,000 CHF 15,829 CHF 95.33% 95.33%
11/07/2024 52.67% 0.07 CHF 0.08 CHF 500,000 250,000 305,093 198,213 17,096 CHF 16,611 CHF 94.48% 94.48%
10/07/2024 60.33% 0.04 CHF 0.08 CHF 250,000 250,000 199,896 199,896 9,504 CHF 17,650 CHF 95.34% 95.34%
09/07/2024 59.88% 0.05 CHF 0.09 CHF 250,000 250,000 200,125 200,125 9,618 CHF 17,927 CHF 99.67% 99.67%
08/07/2024 59.70% 0.05 CHF 0.09 CHF 250,000 250,000 200,133 200,133 10,625 CHF 19,521 CHF 99.66% 99.66%
05/07/2024 22.88% 0.06 CHF 0.10 CHF 250,000 250,000 447,076 200,287 30,296 CHF 16,791 CHF 97.22% 97.22%
04/07/2024 53.21% 0.05 CHF 0.10 CHF 250,000 250,000 250,240 198,770 14,663 CHF 19,593 CHF 86.76% 86.76%
03/07/2024 57.25% 0.05 CHF 0.10 CHF 250,000 250,000 200,281 200,281 10,014 CHF 18,052 CHF 99.67% 99.67%
02/07/2024 64.79% 0.05 CHF 0.09 CHF 250,000 250,000 200,132 200,116 8,974 CHF 17,410 CHF 98.04% 98.04%

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