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 16.97% 0.06 CHF 0.07 CHF 850,000 425,000 938,561 475,708 50,627 CHF 30,424 CHF 100.00% 100.00%
12/07/2024 15.95% 0.06 CHF 0.07 CHF 925,000 475,000 875,371 443,983 50,529 CHF 30,053 CHF 99.67% 99.67%
11/07/2024 14.14% 0.06 CHF 0.07 CHF 850,000 425,000 765,317 393,991 50,317 CHF 29,856 CHF 98.75% 98.75%
10/07/2024 12.42% 0.07 CHF 0.08 CHF 675,000 350,000 667,650 346,325 50,432 CHF 29,624 CHF 96.11% 96.11%
09/07/2024 12.29% 0.08 CHF 0.09 CHF 625,000 325,000 662,602 343,801 50,601 CHF 29,694 CHF 99.67% 99.67%
08/07/2024 14.18% 0.08 CHF 0.09 CHF 675,000 350,000 770,568 396,611 50,507 CHF 29,969 CHF 99.85% 99.85%
05/07/2024 14.25% 0.07 CHF 0.08 CHF 675,000 350,000 776,717 397,334 50,612 CHF 29,883 CHF 100.00% 100.00%
04/07/2024 14.04% 0.07 CHF 0.08 CHF 775,000 400,000 760,502 392,751 50,350 CHF 29,931 CHF 100.00% 100.00%
03/07/2024 11.87% 0.08 CHF 0.09 CHF 625,000 325,000 634,809 327,200 50,333 CHF 29,202 CHF 99.25% 99.25%
02/07/2024 10.32% 0.09 CHF 0.10 CHF 600,000 300,000 559,106 349,918 51,398 CHF 36,053 CHF 99.68% 99.68%

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