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
25/07/2024 10.71% 0.09 CHF 0.10 CHF 600,000 600,000 600,000 600,000 53,049 CHF 59,049 CHF 99.49% 99.49%
24/07/2024 10.45% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 45,405 CHF 50,405 CHF 99.57% 99.57%
23/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.50% 99.50%
22/07/2024 9.52% 0.10 CHF 0.11 CHF 600,000 600,000 600,000 600,000 60,000 CHF 66,000 CHF 99.53% 99.53%
19/07/2024 10.33% 0.09 CHF 0.10 CHF 600,000 600,000 600,000 600,000 55,202 CHF 61,202 CHF 98.92% 98.92%
18/07/2024 9.54% 0.10 CHF 0.11 CHF 600,000 600,000 600,000 600,000 59,883 CHF 65,883 CHF 99.56% 99.56%
17/07/2024 9.53% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 49,977 CHF 54,977 CHF 99.30% 99.35%
16/07/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.56% 99.56%
15/07/2024 9.09% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 52,629 CHF 57,629 CHF 99.49% 99.49%
12/07/2024 8.70% 0.11 CHF 0.12 CHF 500,000 500,000 500,000 500,000 54,999 CHF 59,999 CHF 99.54% 99.54%

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