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 58.96% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 6,072 CHF 11,092 CHF 100.00% 100.00%
12/07/2024 34.68% 0.02 CHF 0.03 CHF 500,000 500,000 500,000 500,000 12,012 CHF 17,012 CHF 100.00% 100.00%
11/07/2024 41.91% 0.02 CHF 0.03 CHF 500,000 500,000 500,000 500,000 9,531 CHF 14,531 CHF 100.00% 100.00%
10/07/2024 42.35% 0.02 CHF 0.03 CHF 500,000 500,000 500,000 500,000 9,396 CHF 14,396 CHF 99.94% 99.94%
09/07/2024 30.11% 0.03 CHF 0.04 CHF 500,000 500,000 498,297 498,297 14,174 CHF 19,174 CHF 100.00% 100.00%
08/07/2024 23.01% 0.04 CHF 0.05 CHF 500,000 500,000 499,126 499,126 19,338 CHF 24,338 CHF 100.00% 100.00%
05/07/2024 14.88% 0.07 CHF 0.08 CHF 500,000 500,000 500,000 500,000 31,134 CHF 36,134 CHF 100.00% 100.00%
04/07/2024 16.37% 0.06 CHF 0.07 CHF 500,000 500,000 500,000 500,000 28,099 CHF 33,099 CHF 100.00% 100.00%
03/07/2024 15.52% 0.05 CHF 0.06 CHF 500,000 500,000 500,000 500,000 29,819 CHF 34,819 CHF 100.00% 100.00%
02/07/2024 10.78% 0.07 CHF 0.08 CHF 500,000 500,000 500,000 500,000 44,081 CHF 49,081 CHF 100.00% 100.00%

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