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 24.90% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,777 CHF 22,888 CHF 99.31% 99.31%
12/07/2024 19.79% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 46,030 CHF 28,015 CHF 99.44% 99.44%
11/07/2024 19.27% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,303 CHF 28,652 CHF 99.20% 99.20%
10/07/2024 25.74% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 34,458 CHF 22,229 CHF 99.36% 99.36%
09/07/2024 28.12% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,709 CHF 20,355 CHF 99.36% 99.36%
08/07/2024 26.21% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,726 CHF 21,863 CHF 99.38% 99.38%
05/07/2024 28.62% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,958 CHF 19,979 CHF 99.38% 99.38%
04/07/2024 31.69% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,272 CHF 18,636 CHF 99.37% 99.37%
03/07/2024 35.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,892 CHF 16,946 CHF 99.28% 99.28%
02/07/2024 29.03% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,599 CHF 19,800 CHF 99.39% 99.39%

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