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 17.47% 0.06 CHF 0.07 CHF 925,000 475,000 964,176 488,059 50,399 CHF 30,408 CHF 100.00% 100.00%
12/07/2024 16.92% 0.05 CHF 0.06 CHF 1,000,000 500,000 930,991 476,996 50,377 CHF 30,590 CHF 99.67% 99.67%
11/07/2024 15.70% 0.06 CHF 0.07 CHF 925,000 475,000 870,121 438,414 51,075 CHF 30,107 CHF 99.14% 99.14%
10/07/2024 14.37% 0.06 CHF 0.07 CHF 775,000 400,000 778,253 401,084 50,278 CHF 29,925 CHF 96.08% 96.08%
09/07/2024 14.29% 0.07 CHF 0.08 CHF 775,000 400,000 775,000 400,000 50,347 CHF 29,985 CHF 99.67% 99.67%
08/07/2024 16.12% 0.07 CHF 0.08 CHF 775,000 400,000 893,007 455,471 50,947 CHF 30,532 CHF 99.84% 99.84%
05/07/2024 15.81% 0.06 CHF 0.07 CHF 850,000 425,000 875,840 442,227 51,015 CHF 30,167 CHF 100.00% 100.00%
04/07/2024 15.82% 0.06 CHF 0.07 CHF 850,000 425,000 871,641 439,501 50,777 CHF 29,989 CHF 100.00% 100.00%
03/07/2024 14.19% 0.07 CHF 0.08 CHF 775,000 400,000 769,433 397,217 50,394 CHF 29,988 CHF 99.25% 99.25%
02/07/2024 12.94% 0.07 CHF 0.08 CHF 725,000 375,000 702,593 363,797 50,776 CHF 29,930 CHF 99.68% 99.68%

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