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 11.64% 0.07 CHF 0.08 CHF 725,000 375,000 625,054 324,637 50,621 CHF 29,510 CHF 100.00% 100.00%
12/07/2024 10.59% 0.11 CHF 0.12 CHF 500,000 500,000 575,822 341,296 51,511 CHF 34,612 CHF 99.68% 99.68%
11/07/2024 13.38% 0.08 CHF 0.09 CHF 725,000 375,000 729,866 377,318 50,938 CHF 30,109 CHF 99.29% 99.29%
10/07/2024 15.78% 0.06 CHF 0.07 CHF 850,000 425,000 874,125 438,651 51,020 CHF 29,984 CHF 96.07% 96.07%
09/07/2024 14.73% 0.06 CHF 0.07 CHF 850,000 425,000 800,854 409,329 50,397 CHF 29,864 CHF 99.67% 99.67%
08/07/2024 12.59% 0.07 CHF 0.08 CHF 725,000 375,000 676,747 349,435 50,390 CHF 29,503 CHF 99.84% 99.84%
05/07/2024 11.15% 0.08 CHF 0.09 CHF 675,000 350,000 604,598 308,679 51,241 CHF 29,248 CHF 100.00% 100.00%
04/07/2024 11.10% 0.09 CHF 0.10 CHF 625,000 325,000 599,887 306,667 51,063 CHF 29,172 CHF 100.00% 100.00%
03/07/2024 10.62% 0.09 CHF 0.10 CHF 600,000 300,000 572,271 347,924 51,021 CHF 35,105 CHF 99.21% 99.21%
02/07/2024 12.36% 0.08 CHF 0.09 CHF 675,000 350,000 665,339 345,169 50,497 CHF 29,650 CHF 99.67% 99.67%

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