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 18.89% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 24,131 CHF 1,457 CHF 97.09% 97.09%
12/07/2024 21.63% 0.07 CHF 0.09 CHF 12,500 12,500 12,500 12,500 837 CHF 1,035 CHF 93.59% 93.59%
11/07/2024 7.54% 0.13 CHF 0.14 CHF 390,000 25,000 391,581 25,000 50,026 CHF 3,445 CHF 80.58% 80.58%
10/07/2024 7.71% 0.12 CHF 0.13 CHF 420,000 25,000 392,084 25,000 48,918 CHF 3,374 CHF 94.79% 94.79%
09/07/2024 7.07% 0.13 CHF 0.14 CHF 375,533 25,000 367,953 25,000 50,196 CHF 3,665 CHF 76.78% 76.78%
08/07/2024 8.70% 0.12 CHF 0.13 CHF 412,227 25,000 424,717 25,000 46,830 CHF 3,009 CHF 97.19% 97.19%
05/07/2024 9.73% 0.10 CHF 0.11 CHF 463,448 25,000 458,374 24,880 45,278 CHF 2,706 CHF 98.87% 98.87%
04/07/2024 11.60% 0.09 CHF 0.10 CHF 499,854 25,000 499,985 25,000 40,666 CHF 2,283 CHF 100.00% 100.00%
03/07/2024 12.90% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 36,374 CHF 2,069 CHF 99.73% 99.73%
02/07/2024 13.33% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 35,020 CHF 2,001 CHF 100.00% 100.00%

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