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 66.67% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 81.16% 97.09%
12/07/2024 71.52% 0.01 CHF 0.03 CHF 12,500 12,500 12,500 12,500 162 CHF 336 CHF 93.48% 93.59%
11/07/2024 24.66% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 18,077 CHF 1,154 CHF 90.06% 90.06%
10/07/2024 25.58% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 17,352 CHF 1,118 CHF 94.79% 94.79%
09/07/2024 23.12% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 19,289 CHF 1,214 CHF 100.00% 100.00%
08/07/2024 30.51% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 14,152 CHF 958 CHF 100.00% 100.00%
05/07/2024 40.20% 0.02 CHF 0.03 CHF 500,000 25,000 495,314 24,880 9,906 CHF 747 CHF 98.87% 98.87%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 10,000 CHF 750 CHF 100.00% 100.00%
03/07/2024 65.26% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 25,000 5,264 CHF 513 CHF 99.73% 99.73%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 100.00% 100.00%

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