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 17.84% 0.05 CHF 0.06 CHF 1,000,000 500,000 982,815 494,272 50,213 CHF 30,203 CHF 100.00% 100.00%
12/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,332 497,777 49,667 CHF 29,867 CHF 99.68% 99.68%
11/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 990,754 496,918 49,538 CHF 29,815 CHF 98.78% 98.78%
10/07/2024 17.18% 0.06 CHF 0.07 CHF 1,000,000 500,000 951,205 483,735 50,631 CHF 30,599 CHF 96.07% 96.07%
09/07/2024 15.98% 0.05 CHF 0.06 CHF 925,000 475,000 878,083 443,704 50,584 CHF 29,983 CHF 99.66% 99.66%
08/07/2024 14.37% 0.07 CHF 0.08 CHF 775,000 400,000 777,260 400,753 50,218 CHF 29,901 CHF 99.85% 99.85%
05/07/2024 13.56% 0.07 CHF 0.08 CHF 775,000 400,000 736,291 380,646 50,634 CHF 29,984 CHF 100.00% 100.00%
04/07/2024 14.32% 0.07 CHF 0.08 CHF 775,000 400,000 777,345 400,782 50,409 CHF 29,999 CHF 100.00% 100.00%
03/07/2024 14.67% 0.07 CHF 0.08 CHF 775,000 400,000 801,996 409,446 50,650 CHF 29,966 CHF 99.25% 99.25%
02/07/2024 17.75% 0.06 CHF 0.07 CHF 925,000 475,000 977,423 492,474 50,205 CHF 30,232 CHF 99.66% 99.66%

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