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 32.40% 0.03 CHF 0.05 CHF 500,000 100,000 432,641 100,000 16,909 CHF 5,281 CHF 93.66% 93.66%
12/07/2024 35.26% 0.04 CHF 0.05 CHF 500,000 100,000 474,933 100,000 16,901 CHF 5,000 CHF 96.09% 96.09%
11/07/2024 57.18% 0.03 CHF 0.05 CHF 100,000 100,000 133,830 100,000 3,814 CHF 5,000 CHF 97.58% 97.58%
10/07/2024 85.71% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,000 CHF 5,000 CHF 96.75% 96.75%
09/07/2024 85.71% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,000 CHF 5,000 CHF 99.55% 99.55%
08/07/2024 85.71% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,000 CHF 5,000 CHF 96.75% 96.75%
05/07/2024 82.82% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,000 CHF 4,828 CHF 99.51% 99.51%
04/07/2024 65.92% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,454 CHF 4,800 CHF 99.66% 99.66%
03/07/2024 65.51% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,465 CHF 4,800 CHF 98.97% 98.97%
02/07/2024 82.19% 0.02 CHF 0.05 CHF 100,000 100,000 100,000 100,000 2,004 CHF 4,800 CHF 99.86% 99.86%

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