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 10.53% 0.09 CHF 0.10 CHF 575,000 300,000 573,382 304,314 51,605 CHF 30,432 CHF 100.00% 100.00%
12/07/2024 9.84% 0.10 CHF 0.11 CHF 500,000 500,000 523,516 437,291 50,550 CHF 47,119 CHF 99.67% 99.67%
11/07/2024 9.15% 0.10 CHF 0.11 CHF 500,000 500,000 486,173 486,173 50,740 CHF 55,602 CHF 98.39% 98.39%
10/07/2024 9.45% 0.10 CHF 0.11 CHF 500,000 500,000 498,505 496,046 50,275 CHF 54,990 CHF 96.08% 96.08%
09/07/2024 10.82% 0.09 CHF 0.10 CHF 575,000 300,000 587,623 300,574 51,402 CHF 29,312 CHF 99.64% 99.64%
08/07/2024 12.05% 0.08 CHF 0.09 CHF 625,000 325,000 646,902 335,734 50,437 CHF 29,536 CHF 99.85% 99.85%
05/07/2024 15.52% 0.06 CHF 0.07 CHF 850,000 425,000 858,286 430,524 51,002 CHF 29,883 CHF 100.00% 100.00%
04/07/2024 16.67% 0.06 CHF 0.07 CHF 925,000 475,000 925,000 475,000 50,875 CHF 30,875 CHF 100.00% 100.00%
03/07/2024 15.94% 0.06 CHF 0.07 CHF 925,000 475,000 881,822 446,214 50,909 CHF 30,209 CHF 99.24% 99.24%
02/07/2024 14.96% 0.06 CHF 0.07 CHF 850,000 425,000 820,705 415,235 50,738 CHF 29,838 CHF 99.67% 99.67%

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