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 15.24% 0.06 CHF 0.07 CHF 850,000 425,000 837,883 425,383 50,767 CHF 30,034 CHF 100.00% 100.00%
12/07/2024 14.70% 0.07 CHF 0.08 CHF 775,000 400,000 793,411 406,582 50,010 CHF 29,706 CHF 97.74% 97.74%
11/07/2024 16.68% 0.06 CHF 0.07 CHF 850,000 425,000 924,287 468,691 50,789 CHF 30,443 CHF 99.44% 99.44%
10/07/2024 18.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,970 CHF 29,985 CHF 99.77% 99.77%
09/07/2024 17.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 958,333 486,111 50,340 CHF 30,412 CHF 100.00% 100.00%
08/07/2024 15.86% 0.06 CHF 0.07 CHF 925,000 475,000 868,791 440,770 50,418 CHF 29,976 CHF 98.98% 98.98%
05/07/2024 15.09% 0.07 CHF 0.08 CHF 850,000 425,000 834,392 419,799 51,132 CHF 29,932 CHF 100.00% 100.00%
04/07/2024 14.75% 0.06 CHF 0.07 CHF 850,000 425,000 802,427 409,265 50,358 CHF 29,797 CHF 98.17% 98.17%
03/07/2024 16.54% 0.06 CHF 0.07 CHF 925,000 475,000 920,823 472,219 51,081 CHF 30,916 CHF 100.00% 100.00%
02/07/2024 15.75% 0.06 CHF 0.07 CHF 925,000 475,000 871,091 439,058 50,961 CHF 30,065 CHF 100.00% 100.00%

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