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 16.61% 0.06 CHF 0.07 CHF 925,000 475,000 921,555 472,704 50,866 CHF 30,817 CHF 100.00% 100.00%
12/07/2024 17.14% 0.06 CHF 0.07 CHF 850,000 425,000 938,555 476,493 50,098 CHF 30,203 CHF 99.67% 99.67%
11/07/2024 18.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 988,223 496,074 49,708 CHF 29,915 CHF 98.70% 98.70%
10/07/2024 18.10% 0.05 CHF 0.06 CHF 1,000,000 500,000 995,115 494,062 50,009 CHF 29,787 CHF 96.07% 96.07%
09/07/2024 17.97% 0.05 CHF 0.06 CHF 1,000,000 500,000 978,726 485,089 49,637 CHF 29,503 CHF 99.67% 99.67%
08/07/2024 15.36% 0.06 CHF 0.07 CHF 850,000 425,000 848,326 425,743 50,984 CHF 29,847 CHF 99.85% 99.85%
05/07/2024 16.49% 0.06 CHF 0.07 CHF 925,000 475,000 915,228 466,824 50,943 CHF 30,648 CHF 100.00% 100.00%
04/07/2024 19.99% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 45,032 CHF 13,758 CHF 100.00% 100.00%
03/07/2024 21.10% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 42,524 CHF 13,131 CHF 99.23% 99.23%
02/07/2024 23.99% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,817 CHF 11,704 CHF 99.66% 99.66%

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