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 12.45% 0.08 CHF 0.09 CHF 675,000 350,000 671,276 348,138 50,589 CHF 29,718 CHF 100.00% 100.00%
12/07/2024 12.11% 0.08 CHF 0.09 CHF 675,000 350,000 646,002 336,475 50,084 CHF 29,455 CHF 99.67% 99.67%
11/07/2024 11.34% 0.08 CHF 0.09 CHF 625,000 325,000 605,583 308,731 50,392 CHF 28,762 CHF 98.70% 98.70%
10/07/2024 10.91% 0.09 CHF 0.10 CHF 575,000 300,000 590,994 301,085 51,249 CHF 29,131 CHF 96.08% 96.08%
09/07/2024 11.06% 0.09 CHF 0.10 CHF 575,000 300,000 596,438 305,515 50,983 CHF 29,176 CHF 99.66% 99.66%
08/07/2024 12.53% 0.08 CHF 0.09 CHF 675,000 350,000 675,413 350,178 50,518 CHF 29,694 CHF 99.85% 99.85%
05/07/2024 11.18% 0.09 CHF 0.10 CHF 600,000 300,000 602,200 304,717 50,872 CHF 28,786 CHF 100.00% 100.00%
04/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 499,891 499,891 49,989 CHF 54,988 CHF 100.00% 100.00%
03/07/2024 9.15% 0.10 CHF 0.11 CHF 475,000 475,000 487,346 487,346 50,913 CHF 55,787 CHF 99.15% 99.15%
02/07/2024 7.95% 0.11 CHF 0.12 CHF 475,000 475,000 426,082 426,082 51,457 CHF 55,718 CHF 99.67% 99.67%

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