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 11.81% 0.08 CHF 0.09 CHF 725,000 375,000 634,541 326,616 50,594 CHF 29,265 CHF 100.00% 100.00%
12/07/2024 8.48% 0.13 CHF 0.14 CHF 400,000 400,000 461,752 458,810 52,135 CHF 56,420 CHF 99.69% 99.69%
11/07/2024 11.54% 0.09 CHF 0.10 CHF 600,000 300,000 620,077 316,291 50,664 CHF 28,988 CHF 99.43% 99.43%
10/07/2024 13.50% 0.08 CHF 0.09 CHF 625,000 325,000 734,644 378,333 50,713 CHF 29,918 CHF 96.09% 96.09%
09/07/2024 12.98% 0.07 CHF 0.08 CHF 725,000 375,000 700,963 362,981 50,525 CHF 29,795 CHF 99.65% 99.65%
08/07/2024 10.88% 0.08 CHF 0.09 CHF 675,000 350,000 583,871 351,771 50,721 CHF 34,748 CHF 99.84% 99.84%
05/07/2024 8.12% 0.11 CHF 0.12 CHF 475,000 475,000 436,708 436,708 51,639 CHF 56,006 CHF 100.00% 100.00%
04/07/2024 9.16% 0.11 CHF 0.12 CHF 475,000 475,000 489,728 489,728 51,050 CHF 55,947 CHF 100.00% 100.00%
03/07/2024 9.63% 0.10 CHF 0.11 CHF 500,000 500,000 509,472 470,909 50,379 CHF 51,548 CHF 99.23% 99.23%
02/07/2024 9.38% 0.10 CHF 0.11 CHF 575,000 300,000 502,551 460,904 51,092 CHF 51,866 CHF 99.66% 99.66%

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