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 23.26% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 38,037 CHF 48,037 CHF 99.10% 99.10%
12/07/2024 22.62% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 39,243 CHF 49,243 CHF 95.40% 95.40%
11/07/2024 23.43% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 981,900 981,900 41,090 CHF 51,016 CHF 99.12% 99.12%
10/07/2024 20.48% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 43,839 CHF 53,839 CHF 100.00% 100.00%
09/07/2024 22.23% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 996,494 996,494 40,204 CHF 50,204 CHF 100.00% 100.00%
08/07/2024 24.54% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 998,329 998,329 35,874 CHF 45,874 CHF 100.00% 100.00%
05/07/2024 22.06% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 40,353 CHF 50,353 CHF 99.83% 99.83%
04/07/2024 20.56% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 43,653 CHF 53,653 CHF 99.94% 99.94%
03/07/2024 19.52% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 46,325 CHF 56,325 CHF 100.00% 100.00%
02/07/2024 15.90% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 57,949 CHF 67,949 CHF 98.89% 98.89%

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