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 12.43% 0.08 CHF 0.09 CHF 625,000 325,000 668,875 346,937 50,471 CHF 29,649 CHF 100.00% 100.00%
12/07/2024 11.67% 0.07 CHF 0.08 CHF 675,000 350,000 620,341 320,720 50,047 CHF 29,079 CHF 99.67% 99.67%
11/07/2024 10.60% 0.09 CHF 0.10 CHF 600,000 300,000 575,561 303,506 51,432 CHF 30,199 CHF 98.71% 98.71%
10/07/2024 9.77% 0.10 CHF 0.11 CHF 500,000 500,000 519,627 445,099 50,600 CHF 48,232 CHF 96.10% 96.10%
09/07/2024 9.72% 0.11 CHF 0.12 CHF 475,000 475,000 523,593 419,359 51,292 CHF 46,035 CHF 99.67% 99.67%
08/07/2024 12.15% 0.08 CHF 0.09 CHF 625,000 325,000 650,860 338,200 50,292 CHF 29,519 CHF 99.83% 99.83%
05/07/2024 9.96% 0.09 CHF 0.10 CHF 500,000 500,000 527,042 426,769 50,274 CHF 45,469 CHF 100.00% 100.00%
04/07/2024 7.97% 0.12 CHF 0.13 CHF 425,000 425,000 423,326 423,326 51,027 CHF 55,261 CHF 100.00% 100.00%
03/07/2024 7.45% 0.12 CHF 0.13 CHF 400,000 400,000 399,833 399,833 51,742 CHF 55,740 CHF 99.25% 99.25%
02/07/2024 6.09% 0.14 CHF 0.15 CHF 350,000 350,000 326,449 326,449 52,002 CHF 55,266 CHF 99.66% 99.66%

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