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 24.05% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 195,419 18,561 CHF 9,063 CHF 58.43% 58.43%
12/07/2024 26.32% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 219,457 16,776 CHF 9,393 CHF 35.69% 35.69%
11/07/2024 105.71% 0.03 CHF 0.04 CHF 500,000 250,000 284,247 192,707 6,360 CHF 10,327 CHF 85.26% 85.26%
10/07/2024 140.85% 0.01 CHF 0.05 CHF 250,000 250,000 199,951 199,951 2,016 CHF 11,554 CHF 95.24% 95.24%
09/07/2024 120.01% 0.02 CHF 0.06 CHF 250,000 250,000 200,174 200,174 3,011 CHF 11,641 CHF 99.57% 99.57%
08/07/2024 104.72% 0.01 CHF 0.06 CHF 250,000 250,000 200,184 200,184 3,728 CHF 12,011 CHF 99.57% 99.57%
05/07/2024 43.60% 0.02 CHF 0.06 CHF 250,000 250,000 447,616 200,343 12,901 CHF 9,061 CHF 98.23% 98.23%
04/07/2024 97.27% 0.02 CHF 0.06 CHF 250,000 250,000 223,463 208,719 4,667 CHF 12,438 CHF 78.36% 78.36%
03/07/2024 100.08% 0.02 CHF 0.06 CHF 250,000 250,000 200,334 200,334 4,005 CHF 12,020 CHF 99.56% 99.56%
02/07/2024 129.93% 0.02 CHF 0.06 CHF 250,000 250,000 200,181 200,165 2,557 CHF 11,410 CHF 97.94% 97.94%

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