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 11.23% 0.08 CHF 0.09 CHF 675,000 350,000 605,188 317,725 50,942 CHF 29,904 CHF 100.00% 100.00%
12/07/2024 9.34% 0.11 CHF 0.12 CHF 475,000 475,000 495,882 492,927 50,663 CHF 55,297 CHF 99.68% 99.68%
11/07/2024 11.73% 0.09 CHF 0.10 CHF 625,000 325,000 625,295 324,071 50,213 CHF 29,257 CHF 98.58% 98.58%
10/07/2024 13.15% 0.08 CHF 0.09 CHF 625,000 325,000 714,362 369,411 50,743 CHF 29,940 CHF 96.09% 96.09%
09/07/2024 13.09% 0.07 CHF 0.08 CHF 725,000 375,000 706,679 365,840 50,451 CHF 29,777 CHF 99.65% 99.65%
08/07/2024 11.71% 0.08 CHF 0.09 CHF 675,000 350,000 626,919 325,436 50,441 CHF 29,439 CHF 99.83% 99.83%
05/07/2024 9.40% 0.09 CHF 0.10 CHF 575,000 300,000 504,607 457,127 51,196 CHF 51,343 CHF 100.00% 100.00%
04/07/2024 10.47% 0.10 CHF 0.11 CHF 575,000 300,000 571,628 316,688 51,769 CHF 32,036 CHF 100.00% 100.00%
03/07/2024 10.78% 0.09 CHF 0.10 CHF 600,000 300,000 586,879 300,266 51,544 CHF 29,386 CHF 99.22% 99.22%
02/07/2024 10.79% 0.09 CHF 0.10 CHF 600,000 300,000 583,485 311,176 51,192 CHF 30,535 CHF 99.67% 99.67%

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