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 16.15% 0.06 CHF 0.07 CHF 850,000 425,000 888,129 452,227 50,557 CHF 30,251 CHF 99.39% 99.39%
12/07/2024 15.63% 0.06 CHF 0.07 CHF 850,000 425,000 834,146 422,276 49,065 CHF 29,057 CHF 99.08% 99.08%
11/07/2024 15.06% 0.07 CHF 0.08 CHF 775,000 400,000 807,273 408,640 49,525 CHF 29,165 CHF 98.68% 98.68%
10/07/2024 16.63% 0.07 CHF 0.08 CHF 775,000 400,000 908,430 459,121 50,092 CHF 29,917 CHF 95.48% 95.48%
09/07/2024 17.10% 0.05 CHF 0.06 CHF 1,000,000 500,000 920,942 460,658 49,192 CHF 29,258 CHF 99.05% 99.05%
08/07/2024 14.06% 0.07 CHF 0.08 CHF 850,000 425,000 762,643 393,476 50,406 CHF 29,948 CHF 99.23% 99.23%
05/07/2024 12.95% 0.08 CHF 0.09 CHF 675,000 350,000 701,834 363,453 50,710 CHF 29,900 CHF 96.23% 96.23%
04/07/2024 22.30% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,903 250,000 39,665 CHF 12,467 CHF 99.39% 99.39%
03/07/2024 24.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,398 250,000 35,061 CHF 11,314 CHF 98.65% 98.65%
02/07/2024 25.29% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,937 250,000 34,383 CHF 11,149 CHF 99.06% 99.06%

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