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 18.06% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 25,701 CHF 1,535 CHF 96.99% 96.99%
12/07/2024 18.72% 0.05 CHF 0.06 CHF 476,307 25,000 494,426 25,000 24,378 CHF 1,483 CHF 98.27% 98.27%
11/07/2024 16.09% 0.07 CHF 0.08 CHF 443,490 25,000 486,103 25,000 28,432 CHF 1,722 CHF 99.06% 99.06%
10/07/2024 18.81% 0.05 CHF 0.06 CHF 500,000 25,000 496,332 25,000 24,038 CHF 1,461 CHF 93.92% 93.92%
09/07/2024 12.75% 0.07 CHF 0.08 CHF 451,355 25,000 453,890 25,000 33,735 CHF 2,109 CHF 92.36% 92.36%
08/07/2024 22.18% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 20,050 CHF 1,252 CHF 100.00% 100.00%
05/07/2024 13.77% 0.05 CHF 0.06 CHF 500,000 25,000 431,883 25,000 31,175 CHF 2,115 CHF 89.10% 89.10%
04/07/2024 15.92% 0.04 CHF 0.05 CHF 500,000 25,000 494,216 25,000 29,670 CHF 1,754 CHF 98.54% 98.54%
03/07/2024 21.46% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 20,941 CHF 1,297 CHF 96.20% 96.20%
02/07/2024 15.17% 0.07 CHF 0.08 CHF 458,458 25,000 484,229 25,000 30,961 CHF 1,855 CHF 56.89% 56.89%

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