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 10.84% 0.08 CHF 0.09 CHF 625,000 325,000 582,128 324,402 50,845 CHF 31,808 CHF 100.00% 100.00%
12/07/2024 10.36% 0.11 CHF 0.12 CHF 500,000 500,000 561,692 343,018 51,404 CHF 35,294 CHF 99.66% 99.66%
11/07/2024 12.08% 0.09 CHF 0.10 CHF 625,000 325,000 642,604 334,969 50,000 CHF 29,414 CHF 98.50% 98.50%
10/07/2024 13.57% 0.07 CHF 0.08 CHF 725,000 375,000 737,585 381,157 50,671 CHF 29,998 CHF 96.08% 96.08%
09/07/2024 12.95% 0.07 CHF 0.08 CHF 725,000 375,000 698,862 361,931 50,496 CHF 29,772 CHF 99.65% 99.65%
08/07/2024 11.56% 0.08 CHF 0.09 CHF 675,000 350,000 618,111 319,226 50,398 CHF 29,215 CHF 99.84% 99.84%
05/07/2024 10.69% 0.08 CHF 0.09 CHF 625,000 325,000 582,909 304,793 51,624 CHF 30,066 CHF 100.00% 100.00%
04/07/2024 10.82% 0.09 CHF 0.10 CHF 600,000 300,000 588,166 300,000 51,408 CHF 29,236 CHF 100.00% 100.00%
03/07/2024 10.49% 0.09 CHF 0.10 CHF 575,000 300,000 567,265 337,929 51,219 CHF 34,288 CHF 99.23% 99.23%
02/07/2024 11.73% 0.08 CHF 0.09 CHF 625,000 325,000 624,874 322,542 50,148 CHF 29,104 CHF 99.66% 99.66%

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