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 10.99% 0.10 CHF 0.10 CHF 500,000 250,000 500,000 200,127 44,986 CHF 19,971 CHF 99.37% 99.37%
12/07/2024 11.64% 0.09 CHF 0.09 CHF 500,000 250,000 500,000 200,125 42,381 CHF 18,955 CHF 99.68% 99.68%
11/07/2024 15.45% 0.09 CHF 0.09 CHF 500,000 250,000 500,000 200,118 33,502 CHF 15,743 CHF 98.16% 98.16%
10/07/2024 15.35% 0.06 CHF 0.06 CHF 500,000 250,000 500,000 199,889 31,494 CHF 14,588 CHF 95.35% 95.35%
09/07/2024 14.81% 0.07 CHF 0.07 CHF 500,000 250,000 499,999 200,121 32,739 CHF 15,083 CHF 99.69% 99.69%
08/07/2024 12.90% 0.07 CHF 0.07 CHF 500,000 250,000 500,000 200,130 37,622 CHF 16,984 CHF 99.68% 99.68%
05/07/2024 13.22% 0.08 CHF 0.09 CHF 500,000 250,000 499,999 200,278 37,019 CHF 16,828 CHF 98.36% 98.36%
04/07/2024 12.91% 0.08 CHF 0.08 CHF 500,000 250,000 500,000 198,864 38,664 CHF 17,412 CHF 93.94% 93.94%

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