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 68.66% 0.02 CHF 0.05 CHF 472,176 25,000 431,134 25,000 11,911 CHF 1,414 CHF 98.73% 98.73%
12/07/2024 69.74% 0.03 CHF 0.06 CHF 475,149 25,000 494,366 25,000 12,313 CHF 1,275 CHF 99.38% 99.38%
11/07/2024 62.20% 0.03 CHF 0.06 CHF 410,808 25,000 473,792 25,000 13,762 CHF 1,384 CHF 99.15% 99.15%
10/07/2024 80.13% 0.02 CHF 0.05 CHF 500,000 25,000 500,000 25,000 10,783 CHF 1,250 CHF 100.00% 100.00%
09/07/2024 65.94% 0.02 CHF 0.05 CHF 500,000 25,000 462,617 25,000 13,538 CHF 1,452 CHF 100.00% 100.00%
08/07/2024 57.12% 0.03 CHF 0.06 CHF 423,966 25,000 425,284 25,000 14,634 CHF 1,552 CHF 100.00% 100.00%
05/07/2024 52.63% 0.04 CHF 0.07 CHF 369,554 25,000 375,640 25,000 15,778 CHF 1,793 CHF 99.62% 99.62%
04/07/2024 33.82% 0.05 CHF 0.08 CHF 331,034 25,000 304,743 25,000 19,282 CHF 2,248 CHF 100.00% 100.00%
03/07/2024 38.65% 0.07 CHF 0.10 CHF 292,116 25,000 337,150 25,000 19,145 CHF 2,133 CHF 96.53% 96.53%
02/07/2024 84.40% 0.02 CHF 0.05 CHF 500,000 25,000 500,000 25,000 10,183 CHF 1,250 CHF 100.00% 100.00%

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