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 9.25% 0.10 CHF 0.11 CHF 500,000 500,000 492,079 466,272 50,773 CHF 53,110 CHF 100.00% 100.00%
12/07/2024 8.88% 0.11 CHF 0.12 CHF 475,000 475,000 476,784 476,785 51,347 CHF 56,115 CHF 97.74% 97.74%
11/07/2024 10.32% 0.11 CHF 0.12 CHF 500,000 500,000 553,385 365,118 50,789 CHF 37,842 CHF 99.15% 99.15%
10/07/2024 11.64% 0.08 CHF 0.09 CHF 625,000 325,000 619,700 319,700 50,153 CHF 29,062 CHF 99.76% 99.76%
09/07/2024 10.69% 0.08 CHF 0.09 CHF 600,000 300,000 578,042 314,580 51,179 CHF 31,184 CHF 100.00% 100.00%
08/07/2024 9.66% 0.09 CHF 0.10 CHF 575,000 300,000 506,506 469,494 49,848 CHF 51,212 CHF 98.97% 98.97%
05/07/2024 9.51% 0.11 CHF 0.12 CHF 500,000 500,000 500,000 500,000 50,112 CHF 55,112 CHF 100.00% 100.00%
04/07/2024 9.06% 0.10 CHF 0.11 CHF 500,000 500,000 484,180 484,179 51,046 CHF 55,887 CHF 98.16% 98.16%
03/07/2024 10.48% 0.09 CHF 0.10 CHF 575,000 300,000 571,593 309,074 51,712 CHF 31,115 CHF 100.00% 100.00%
02/07/2024 9.82% 0.09 CHF 0.10 CHF 575,000 300,000 521,864 441,697 50,481 CHF 47,671 CHF 100.00% 100.00%

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