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 16.04% 0.06 CHF 0.07 CHF 925,000 475,000 890,672 452,114 51,107 CHF 30,453 CHF 100.00% 100.00%
12/07/2024 15.31% 0.07 CHF 0.08 CHF 850,000 425,000 846,841 423,947 51,093 CHF 29,819 CHF 99.97% 99.97%
11/07/2024 15.37% 0.06 CHF 0.07 CHF 850,000 425,000 837,059 423,101 50,292 CHF 29,650 CHF 97.83% 97.83%
10/07/2024 16.80% 0.06 CHF 0.07 CHF 925,000 475,000 931,302 473,854 50,800 CHF 30,591 CHF 96.17% 96.17%
09/07/2024 17.76% 0.05 CHF 0.06 CHF 1,000,000 500,000 969,029 473,600 49,794 CHF 29,173 CHF 99.64% 99.64%
08/07/2024 14.61% 0.06 CHF 0.07 CHF 850,000 425,000 796,329 406,498 50,540 CHF 29,880 CHF 100.00% 100.00%
05/07/2024 14.58% 0.06 CHF 0.07 CHF 850,000 425,000 798,019 407,680 50,719 CHF 30,003 CHF 100.00% 100.00%
04/07/2024 13.45% 0.07 CHF 0.08 CHF 775,000 400,000 733,456 378,983 50,866 CHF 30,074 CHF 100.00% 100.00%
03/07/2024 15.28% 0.06 CHF 0.07 CHF 850,000 425,000 841,351 422,904 50,872 CHF 29,806 CHF 99.32% 99.32%
02/07/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%

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