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 11.66% 0.08 CHF 0.09 CHF 625,000 325,000 618,423 318,423 49,960 CHF 28,900 CHF 100.00% 100.00%
12/07/2024 11.76% 0.09 CHF 0.10 CHF 625,000 325,000 623,137 324,946 49,879 CHF 29,258 CHF 99.68% 99.68%
11/07/2024 12.13% 0.08 CHF 0.09 CHF 675,000 350,000 649,701 337,350 50,311 CHF 29,498 CHF 98.80% 98.80%
10/07/2024 12.46% 0.08 CHF 0.09 CHF 625,000 325,000 671,101 348,051 50,470 CHF 29,658 CHF 96.10% 96.10%
09/07/2024 13.02% 0.07 CHF 0.08 CHF 725,000 375,000 706,711 365,856 50,744 CHF 29,929 CHF 99.67% 99.67%
08/07/2024 11.99% 0.07 CHF 0.08 CHF 725,000 375,000 638,738 331,218 50,085 CHF 29,283 CHF 99.84% 99.84%
05/07/2024 10.89% 0.08 CHF 0.09 CHF 625,000 325,000 590,309 303,330 51,297 CHF 29,401 CHF 100.00% 100.00%
04/07/2024 11.11% 0.09 CHF 0.10 CHF 625,000 325,000 601,791 301,791 51,147 CHF 28,667 CHF 100.00% 100.00%
03/07/2024 11.01% 0.09 CHF 0.10 CHF 625,000 325,000 597,481 302,466 51,303 CHF 29,004 CHF 99.25% 99.25%
02/07/2024 12.44% 0.08 CHF 0.09 CHF 675,000 350,000 671,250 348,124 50,595 CHF 29,721 CHF 99.67% 99.67%

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