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 10.85% 0.09 CHF 0.10 CHF 500,000 250,000 500,000 200,169 43,897 CHF 19,481 CHF 99.30% 99.30%
12/07/2024 14.83% 0.08 CHF 0.09 CHF 500,000 250,000 500,000 200,149 39,585 CHF 18,231 CHF 99.63% 99.63%
11/07/2024 16.82% 0.08 CHF 0.09 CHF 500,000 250,000 499,997 200,158 32,085 CHF 15,370 CHF 98.16% 98.16%
10/07/2024 16.77% 0.05 CHF 0.06 CHF 500,000 250,000 500,000 199,920 29,137 CHF 13,700 CHF 95.30% 95.30%
09/07/2024 20.06% 0.06 CHF 0.07 CHF 500,000 250,000 500,000 200,146 30,274 CHF 14,629 CHF 99.63% 99.63%
08/07/2024 18.75% 0.06 CHF 0.07 CHF 500,000 250,000 500,000 200,157 35,456 CHF 16,924 CHF 99.62% 99.62%
05/07/2024 14.99% 0.08 CHF 0.09 CHF 500,000 250,000 500,000 200,310 34,647 CHF 16,003 CHF 98.30% 98.30%
04/07/2024 19.13% 0.07 CHF 0.08 CHF 500,000 250,000 500,000 198,831 35,422 CHF 16,977 CHF 91.25% 91.25%
03/07/2024 19.73% 0.07 CHF 0.08 CHF 500,000 250,000 500,000 200,303 30,683 CHF 14,933 CHF 99.62% 99.62%
02/07/2024 25.72% 0.05 CHF 0.06 CHF 500,000 250,000 499,999 200,137 23,100 CHF 11,988 CHF 98.00% 98.00%

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