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
25/07/2024 16.67% 0.06 CHF 0.07 CHF 925,000 475,000 926,723 475,574 50,974 CHF 30,914 CHF 99.37% 99.37%
24/07/2024 17.35% 0.05 CHF 0.06 CHF 1,000,000 500,000 951,269 483,756 50,081 CHF 30,321 CHF 99.38% 99.38%
23/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.39% 99.39%
22/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,483 497,828 49,674 CHF 29,870 CHF 99.39% 99.39%
19/07/2024 16.03% 0.06 CHF 0.07 CHF 925,000 475,000 889,214 451,143 51,055 CHF 30,404 CHF 98.99% 98.99%
18/07/2024 16.48% 0.06 CHF 0.07 CHF 925,000 475,000 913,285 467,190 50,848 CHF 30,676 CHF 97.13% 97.13%
17/07/2024 16.35% 0.06 CHF 0.07 CHF 850,000 425,000 899,162 459,953 50,495 CHF 30,420 CHF 98.81% 98.81%
16/07/2024 16.65% 0.06 CHF 0.07 CHF 925,000 475,000 925,000 475,000 50,923 CHF 30,900 CHF 99.38% 99.38%
15/07/2024 16.86% 0.06 CHF 0.07 CHF 925,000 475,000 933,608 477,869 50,725 CHF 30,747 CHF 99.39% 99.39%
12/07/2024 16.78% 0.06 CHF 0.07 CHF 925,000 475,000 931,067 477,022 50,857 CHF 30,829 CHF 99.04% 99.04%

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