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 26.93% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 32,180 CHF 42,180 CHF 99.10% 99.10%
12/07/2024 26.20% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 33,188 CHF 43,188 CHF 95.40% 95.40%
11/07/2024 27.14% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 981,935 981,935 34,826 CHF 44,752 CHF 99.12% 99.12%
10/07/2024 23.96% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 36,752 CHF 46,752 CHF 100.00% 100.00%
09/07/2024 25.86% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 996,752 996,752 33,855 CHF 43,855 CHF 99.99% 99.99%
08/07/2024 28.62% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 998,314 998,314 30,056 CHF 40,056 CHF 100.00% 100.00%
05/07/2024 25.95% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 33,579 CHF 43,579 CHF 99.83% 99.83%
04/07/2024 24.39% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 35,998 CHF 45,998 CHF 99.94% 99.94%
03/07/2024 22.82% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 38,891 CHF 48,891 CHF 100.00% 100.00%
02/07/2024 18.57% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 48,890 CHF 58,890 CHF 98.89% 98.89%

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